-27.1%
CPRT vs GME
+4.1%
-31.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +9.9% | -1.4% | +11.3% | +9.9% |
| 3M | +5.6% | -15.1% | +20.8% | +5.8% |
| 6M | -13.6% | -22.5% | +8.9% | -13.5% |
| YTD | -16.7% | -5.9% | -10.8% | -16.7% |
| 1Y | -33.1% | -18.6% | -14.5% | -33.0% |
| 3Y | -27.1% | +6.7% | -33.7% | -26.5% |
| All | -27.1% | +4.1% | -31.1% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling