-33.5%
CPRT vs GH
+598.2%
-631.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.4% | -8.2% | +6.8% | -0.9% |
| 30D | +21.5% | -4.9% | +26.4% | +21.7% |
| 3M | +9.4% | -6.2% | +15.7% | +9.6% |
| 6M | -3.3% | +60.0% | -63.4% | -7.1% |
| YTD | -17.8% | +51.5% | -69.4% | -21.0% |
| 1Y | -22.2% | +58.4% | -80.6% | -25.5% |
| All | -33.5% | +598.2% | -631.6% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling