-16.1%
CPRT vs GFI
+524.1%
-540.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | -11.2% | -4.9% | -6.3% | -11.0% |
| 30D | +3.3% | +10.7% | -7.4% | +2.9% |
| 3M | -3.6% | +25.6% | -29.2% | -4.5% |
| 6M | -15.8% | -8.3% | -7.5% | -15.7% |
| YTD | -23.5% | +6.3% | -29.8% | -24.0% |
| 1Y | -38.8% | +22.1% | -60.8% | -39.6% |
| 3Y | -33.4% | +289.2% | -322.6% | -38.6% |
| All | -16.1% | +524.1% | -540.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling