+374.9%
CPRT vs GIS
-19.5%
+394.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -11.2% | -6.4% | -4.8% | -10.0% |
| 30D | +3.3% | -6.1% | +9.4% | +4.5% |
| 3M | -3.6% | +7.8% | -11.4% | -5.0% |
| 6M | -15.8% | -8.8% | -7.0% | -14.5% |
| YTD | -23.5% | -19.1% | -4.4% | -20.8% |
| 1Y | -38.8% | -24.8% | -14.0% | -35.9% |
| 3Y | -33.4% | -37.6% | +4.1% | -28.8% |
| 5Y | -16.4% | -25.4% | +9.1% | -14.5% |
| All | +374.9% | -19.5% | +394.5% | +410.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling