+392.8%
CPRT vs GPC
+85.6%
+307.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | +6.0% | +1.6% | +4.5% | +5.4% |
| 30D | +20.0% | -2.1% | +22.1% | +21.0% |
| 3M | +10.1% | -6.8% | +16.9% | +13.4% |
| 6M | -4.3% | +18.6% | -22.9% | -11.8% |
| YTD | -18.4% | +2.7% | -21.1% | -21.0% |
| 1Y | -20.1% | +1.8% | -21.9% | -22.5% |
| 3Y | -30.4% | +1.1% | -31.5% | -35.1% |
| 5Y | -17.0% | +4.1% | -21.0% | -25.0% |
| All | +392.8% | +85.6% | +307.2% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling