+374.9%
CPRT vs GME
+285.6%
+89.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.7% |
| 7D | -11.2% | +10.4% | -21.6% | -11.4% |
| 30D | +3.3% | +14.1% | -10.8% | +3.0% |
| 3M | -3.6% | -4.6% | +1.1% | -3.5% |
| 6M | -15.8% | -13.5% | -2.2% | -15.6% |
| YTD | -23.5% | +5.3% | -28.8% | -23.6% |
| 1Y | -38.8% | -14.9% | -23.9% | -38.6% |
| 3Y | -33.4% | +24.3% | -57.7% | -35.7% |
| 5Y | -16.4% | -55.6% | +39.2% | -18.7% |
| All | +374.9% | +285.6% | +89.3% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling