-30.4%
CPRT vs GGLL
+154.9%
-185.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | +6.0% | +3.1% | +2.9% | +5.9% |
| 30D | +20.0% | -36.3% | +56.4% | +22.6% |
| 3M | +10.1% | -40.4% | +50.5% | +12.9% |
| 6M | -4.3% | -54.6% | +50.3% | -0.4% |
| YTD | -18.4% | -31.1% | +12.7% | -18.0% |
| 1Y | -20.1% | -19.2% | -0.9% | -21.0% |
| 3Y | -30.4% | +151.5% | -181.9% | -41.7% |
| All | -30.4% | +154.9% | -185.3% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling