-19.5%
CPRT vs GFS
-2.1%
-17.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -8.4% | +3.2% | -11.6% | -8.9% |
| 30D | +4.6% | -9.6% | +14.2% | +6.2% |
| 3M | -1.9% | -38.5% | +36.5% | +5.1% |
| 6M | -15.3% | -1.3% | -14.0% | -18.9% |
| YTD | -21.5% | +31.8% | -53.3% | -30.4% |
| 1Y | -36.6% | +44.6% | -81.2% | -45.4% |
| 3Y | -31.2% | -20.6% | -10.6% | -33.8% |
| All | -19.5% | -2.1% | -17.4% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling