-22.0%
CPRT vs GGLL
-17.3%
-4.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +4.0% | +5.1% | -1.1% | +4.0% |
| 30D | +18.2% | -35.5% | +53.7% | +18.0% |
| 3M | +9.2% | -39.2% | +48.3% | +8.9% |
| 6M | -4.8% | -54.4% | +49.5% | -4.8% |
| YTD | -17.5% | -29.8% | +12.3% | -17.7% |
| 1Y | -22.0% | -20.4% | -1.6% | -20.7% |
| All | -22.0% | -17.3% | -4.7% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling