-32.5%
CPRT vs GIS
-18.7%
-13.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.2% |
| 7D | +2.2% | -7.8% | +10.1% | +4.8% |
| 30D | +16.6% | +6.6% | +10.1% | +14.0% |
| 3M | +9.6% | +21.0% | -11.4% | +3.8% |
| 6M | -11.1% | -9.1% | -2.1% | -10.4% |
| YTD | -13.9% | -13.6% | -0.3% | -12.8% |
| 1Y | -32.5% | -18.0% | -14.5% | -31.7% |
| All | -32.5% | -18.7% | -13.9% | -31.7% |
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