-23.9%
CPRT vs GFS
+15.5%
-39.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.9% | +11.0% | +4.4% |
| 7D | +12.6% | -12.5% | +25.2% | +11.3% |
| 30D | +18.0% | -16.9% | +34.9% | +16.2% |
| 3M | +11.0% | -22.3% | +33.2% | +9.2% |
| 6M | -2.0% | -40.2% | +38.2% | -5.5% |
| YTD | -16.7% | +16.0% | -32.7% | -18.0% |
| 1Y | -23.9% | +17.7% | -41.5% | -25.0% |
| All | -23.9% | +15.5% | -39.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling