+2,111.4%
CPRT vs GME
+1,495.6%
+615.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | +21.2% | -4.8% | +26.0% | +21.4% |
| 3M | +8.3% | +39.2% | -30.9% | +6.6% |
| 6M | -3.4% | +17.1% | -20.4% | -4.2% |
| YTD | -18.7% | +28.7% | -47.4% | -19.9% |
| 1Y | -23.5% | +23.3% | -46.9% | -24.5% |
| 3Y | -34.2% | +112.9% | -147.1% | -40.8% |
| 5Y | -18.2% | -48.8% | +30.6% | -23.3% |
| 10Y | +370.9% | +478.2% | -107.2% | +134.0% |
| All | +2,111.4% | +1,495.6% | +615.8% | +697.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling