+374.9%
CPRT vs GPN
+28.2%
+346.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -11.2% | -4.6% | -6.6% | -9.5% |
| 30D | +3.3% | -0.3% | +3.6% | +3.2% |
| 3M | -3.6% | +35.4% | -39.0% | -15.0% |
| 6M | -15.8% | +21.7% | -37.4% | -23.1% |
| YTD | -23.5% | +14.9% | -38.4% | -29.2% |
| 1Y | -38.8% | +3.2% | -41.9% | -41.0% |
| 3Y | -33.4% | -27.1% | -6.3% | -28.7% |
| 5Y | -16.4% | -44.4% | +28.0% | -2.2% |
| All | +374.9% | +28.2% | +346.8% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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