-33.5%
CPRT vs GME
+104.4%
-137.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -1.4% | +1.6% | -3.0% | -1.4% |
| 30D | +21.5% | -6.2% | +27.7% | +21.5% |
| 3M | +9.4% | +35.8% | -26.3% | +9.2% |
| 6M | -3.3% | +10.3% | -13.6% | -3.4% |
| YTD | -17.8% | +27.2% | -45.1% | -17.9% |
| 1Y | -22.2% | +19.1% | -41.3% | -22.3% |
| All | -33.5% | +104.4% | -137.9% | -34.0% |
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 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