-23.9%
CPRT vs GIS
-17.8%
-6.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.2% | +2.8% |
| 7D | +12.6% | +8.5% | +4.2% | +9.0% |
| 30D | +18.0% | +15.3% | +2.7% | +11.6% |
| 3M | +11.0% | +0.9% | +10.0% | +9.8% |
| 6M | -2.0% | +7.9% | -10.0% | -5.1% |
| YTD | -16.7% | -17.6% | +0.9% | -14.0% |
| 1Y | -23.9% | -17.4% | -6.5% | -21.8% |
| All | -23.9% | -17.8% | -6.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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