-14.1%
CPRT vs GNRC
-60.2%
+46.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.6% |
| 7D | -8.4% | -0.7% | -7.7% | -8.3% |
| 30D | +4.6% | -15.8% | +20.4% | +7.4% |
| 3M | -1.9% | -24.0% | +22.1% | +1.4% |
| 6M | -15.3% | -13.8% | -1.5% | -15.4% |
| YTD | -21.5% | +33.2% | -54.7% | -28.8% |
| 1Y | -36.6% | -1.8% | -34.8% | -39.2% |
| 3Y | -31.2% | +57.7% | -88.9% | -42.4% |
| 5Y | -14.1% | -59.7% | +45.6% | -7.1% |
| All | -14.1% | -60.2% | +46.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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