-23.9%
CPRT vs GME
+15.0%
-38.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +4.7% |
| 7D | +12.6% | +7.8% | +4.9% | +12.0% |
| 30D | +18.0% | -0.4% | +18.4% | +17.8% |
| 3M | +11.0% | +30.9% | -19.9% | +8.5% |
| 6M | -2.0% | +5.5% | -7.5% | -2.7% |
| YTD | -16.7% | +25.2% | -41.9% | -16.8% |
| 1Y | -23.9% | +14.4% | -38.3% | -25.0% |
| All | -23.9% | +15.0% | -38.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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