-16.2%
CPRT vs GFS
-2.1%
-14.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -2.1% |
| 7D | -0.4% | +4.5% | -4.9% | -1.1% |
| 30D | +8.2% | -8.2% | +16.4% | +9.6% |
| 3M | +2.3% | -38.9% | +41.2% | +9.8% |
| 6M | -14.7% | -2.9% | -11.9% | -18.1% |
| YTD | -18.2% | +31.8% | -50.0% | -27.5% |
| 1Y | -33.4% | +43.1% | -76.5% | -42.5% |
| 3Y | -28.3% | -20.6% | -7.7% | -31.1% |
| All | -16.2% | -2.1% | -14.0% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling