+137.7%
CPRT vs GH
+473.1%
-335.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.7% |
| 7D | -8.4% | -1.2% | -7.2% | -8.3% |
| 30D | +4.6% | -3.7% | +8.3% | +5.0% |
| 3M | -1.9% | +21.7% | -23.6% | -5.1% |
| 6M | -15.3% | +75.7% | -91.1% | -22.7% |
| YTD | -21.5% | +55.7% | -77.2% | -27.2% |
| 1Y | -36.6% | +181.1% | -217.7% | -46.7% |
| 3Y | -31.2% | +371.6% | -402.8% | -49.5% |
| 5Y | -14.1% | +23.2% | -37.3% | -27.2% |
| All | +137.7% | +473.1% | -335.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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