+361.5%
CPRT vs GIS
-16.9%
+378.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.0% |
| 7D | -0.4% | -3.4% | +3.0% | +0.3% |
| 30D | +21.2% | +6.9% | +14.3% | +19.6% |
| 3M | +8.3% | -10.1% | +18.4% | +10.4% |
| 6M | -3.4% | +5.9% | -9.2% | -4.4% |
| YTD | -18.7% | -21.1% | +2.4% | -15.5% |
| 1Y | -23.5% | -22.5% | -1.0% | -20.3% |
| 3Y | -34.2% | -39.0% | +4.8% | -29.3% |
| 5Y | -18.2% | -33.3% | +15.1% | -14.5% |
| All | +361.5% | -16.9% | +378.4% | +352.9% |
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