+13.5%
CPRT vs GGLL
+328.7%
-315.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +2.2% | -4.8% | +7.0% | +2.7% |
| 30D | +16.6% | -13.7% | +30.3% | +18.4% |
| 3M | +9.6% | -21.9% | +31.4% | +11.8% |
| 6M | -11.1% | +11.7% | -22.8% | -13.7% |
| YTD | -13.9% | +2.3% | -16.1% | -15.7% |
| 1Y | -32.5% | +76.2% | -108.7% | -39.5% |
| 3Y | -25.0% | +245.0% | -270.0% | -44.0% |
| All | +13.5% | +328.7% | -315.2% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling