-9.9%
CPRT vs GH
+22.3%
-32.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.3% |
| 7D | +0.4% | -2.1% | +2.5% | +0.6% |
| 30D | +9.9% | -4.5% | +14.4% | +10.4% |
| 3M | +5.6% | +28.9% | -23.3% | +1.9% |
| 6M | -13.6% | +76.5% | -90.1% | -20.3% |
| YTD | -16.7% | +57.6% | -74.3% | -22.2% |
| 1Y | -33.1% | +167.5% | -200.7% | -42.2% |
| 3Y | -27.1% | +377.4% | -404.5% | -44.5% |
| 5Y | -9.9% | +23.8% | -33.7% | -28.3% |
| All | -9.9% | +22.3% | -32.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling