-22.2%
CPRT vs GH
+59.9%
-82.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.4% | -8.2% | +6.8% | -1.0% |
| 30D | +21.5% | -4.9% | +26.4% | +21.3% |
| 3M | +9.4% | -6.2% | +15.7% | +9.3% |
| 6M | -3.3% | +60.0% | -63.4% | -8.4% |
| YTD | -17.8% | +51.5% | -69.4% | -22.1% |
| 1Y | -22.2% | +58.4% | -80.6% | -25.4% |
| All | -22.2% | +59.9% | -82.1% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling