-9.8%
CPRT vs GME
-55.8%
+46.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -2.0% |
| 7D | -0.4% | +4.8% | -5.3% | -0.6% |
| 30D | +8.2% | +5.9% | +2.4% | +8.0% |
| 3M | +2.3% | -10.7% | +13.0% | +2.8% |
| 6M | -14.7% | -19.8% | +5.1% | -14.0% |
| YTD | -18.2% | -0.9% | -17.2% | -18.3% |
| 1Y | -33.4% | -15.7% | -17.7% | -33.0% |
| 3Y | -28.3% | +12.3% | -40.6% | -35.5% |
| 5Y | -9.8% | -60.1% | +50.2% | -17.4% |
| All | -9.8% | -55.8% | +46.0% | -17.4% |
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