-34.2%
CPRT vs GFS
-19.0%
-15.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -0.4% | +7.4% | -7.8% | -0.7% |
| 30D | +21.2% | -15.3% | +36.4% | +22.0% |
| 3M | +8.3% | -21.1% | +29.4% | +9.5% |
| 6M | -3.4% | -44.5% | +41.1% | -0.6% |
| YTD | -18.7% | +19.2% | -37.9% | -25.5% |
| 1Y | -23.5% | +27.2% | -50.8% | -30.8% |
| 3Y | -34.2% | -20.1% | -14.0% | -38.7% |
| All | -34.2% | -19.0% | -15.1% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling