-15.4%
CPRT vs GME
-48.9%
+33.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +21.5% | -6.2% | +27.7% | +21.8% |
| 3M | +9.4% | +35.8% | -26.3% | +7.9% |
| 6M | -3.3% | +10.3% | -13.6% | -3.9% |
| YTD | -17.8% | +27.2% | -45.1% | -18.9% |
| 1Y | -22.2% | +19.1% | -41.3% | -23.0% |
| 3Y | -34.0% | +103.7% | -137.7% | -43.3% |
| 5Y | -15.4% | -50.0% | +34.5% | -24.5% |
| All | -15.4% | -48.9% | +33.5% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling