-15.4%
CPRT vs GH
+48.9%
-64.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.4% | -8.2% | +6.8% | -0.4% |
| 30D | +21.5% | -4.9% | +26.4% | +21.9% |
| 3M | +9.4% | -6.2% | +15.7% | +9.8% |
| 6M | -3.3% | +60.0% | -63.4% | -9.9% |
| YTD | -17.8% | +51.5% | -69.4% | -23.2% |
| 1Y | -22.2% | +58.4% | -80.6% | -27.9% |
| 3Y | -34.0% | +617.2% | -651.2% | -53.6% |
| 5Y | -15.4% | +47.0% | -62.5% | -30.4% |
| All | -15.4% | +48.9% | -64.3% | -30.4% |
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 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