-33.4%
CPRT vs GPN
-27.4%
-6.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -11.2% | -4.3% | -6.9% | -10.2% |
| 30D | +3.3% | 0.0% | +3.3% | +3.1% |
| 3M | -3.6% | +35.8% | -39.4% | -10.9% |
| 6M | -15.8% | +22.0% | -37.8% | -20.3% |
| YTD | -23.5% | +15.2% | -38.7% | -26.9% |
| 1Y | -38.8% | +3.5% | -42.2% | -40.0% |
| 3Y | -33.4% | -26.9% | -6.5% | -27.2% |
| All | -33.4% | -27.4% | -6.0% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling