-14.1%
CPRT vs GIS
-25.0%
+10.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -3.4% |
| 7D | -8.4% | -8.4% | 0.0% | -6.9% |
| 30D | +4.6% | -5.2% | +9.8% | +5.5% |
| 3M | -1.9% | +8.2% | -10.1% | -3.2% |
| 6M | -15.3% | -12.0% | -3.3% | -13.9% |
| YTD | -21.5% | -18.9% | -2.6% | -19.4% |
| 1Y | -36.6% | -23.6% | -13.0% | -34.6% |
| 3Y | -31.2% | -37.6% | +6.4% | -28.0% |
| 5Y | -14.1% | -25.2% | +11.1% | -16.9% |
| All | -14.1% | -25.0% | +10.9% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling