+9.2%
CPRT vs GGLL
+195.8%
-186.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.3% |
| 7D | +1.6% | +6.3% | -4.7% | +1.0% |
| 30D | +18.8% | -35.1% | +53.9% | +23.1% |
| 3M | +9.4% | -37.7% | +47.1% | +13.7% |
| 6M | -4.4% | -54.1% | +49.7% | +2.1% |
| YTD | -17.1% | -29.4% | +12.3% | -16.6% |
| 1Y | -19.9% | -13.4% | -6.5% | -21.9% |
| 3Y | -30.5% | +158.3% | -188.8% | -47.4% |
| All | +9.2% | +195.8% | -186.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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