+8.7%
CPRT vs GGLL
+194.0%
-185.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +4.0% | +5.1% | -1.1% | +3.5% |
| 30D | +18.2% | -35.5% | +53.7% | +22.6% |
| 3M | +9.2% | -39.2% | +48.3% | +13.7% |
| 6M | -4.8% | -54.4% | +49.5% | +1.7% |
| YTD | -17.5% | -29.8% | +12.3% | -16.9% |
| 1Y | -22.0% | -20.4% | -1.6% | -23.1% |
| 3Y | -33.7% | +149.7% | -183.5% | -49.5% |
| All | +8.7% | +194.0% | -185.3% | -21.4% |
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