+363.9%
CPRT vs GRMN
+636.8%
-272.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +21.4% | +3.5% | +17.8% | +19.5% |
| 3M | +10.4% | -7.3% | +17.7% | +13.4% |
| 6M | -4.3% | +21.8% | -26.1% | -13.3% |
| YTD | -18.3% | +42.8% | -61.1% | -31.8% |
| 1Y | -22.5% | +46.5% | -69.0% | -36.2% |
| 3Y | -34.3% | +158.3% | -192.6% | -62.8% |
| 5Y | -17.8% | +122.6% | -140.4% | -50.3% |
| All | +363.9% | +636.8% | -272.9% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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