-9.9%
CPRT vs GRMN
+76.7%
-86.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +9.9% | -11.3% | +21.2% | +14.3% |
| 3M | +5.6% | +17.7% | -12.1% | -0.7% |
| 6M | -13.6% | +14.2% | -27.8% | -18.3% |
| YTD | -16.7% | +37.0% | -53.8% | -26.7% |
| 1Y | -33.1% | +17.0% | -50.1% | -37.9% |
| 3Y | -27.1% | +183.2% | -210.2% | -59.1% |
| 5Y | -9.9% | +77.3% | -87.1% | -38.2% |
| All | -9.9% | +76.7% | -86.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling