+21,200.5%
CPRT vs GPC
+1,359.9%
+19,840.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.8% | +0.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +18.8% | -1.1% | +19.9% | +19.2% |
| 3M | +9.4% | -6.6% | +16.0% | +12.6% |
| 6M | -4.4% | +22.2% | -26.6% | -13.2% |
| YTD | -17.1% | +5.1% | -22.2% | -20.6% |
| 1Y | -19.9% | +2.8% | -22.7% | -22.6% |
| 3Y | -30.5% | +2.4% | -32.9% | -35.2% |
| 5Y | -15.9% | +7.8% | -23.7% | -24.2% |
| 10Y | +386.7% | +87.2% | +299.4% | +220.2% |
| All | +21,200.5% | +1,359.9% | +19,840.5% | +6,528.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling