-32.5%
CPRT vs GSK
+31.2%
-63.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | +16.6% | -2.2% | +18.8% | +17.1% |
| 3M | +9.6% | -1.8% | +11.4% | +10.0% |
| 6M | -11.1% | -10.6% | -0.5% | -10.7% |
| YTD | -13.9% | +4.4% | -18.3% | -12.8% |
| 1Y | -32.5% | +30.4% | -62.9% | -32.4% |
| All | -32.5% | +31.2% | -63.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling