+366.4%
CPRT vs GSK
+103.7%
+262.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | +21.5% | +7.8% | +13.6% | +18.6% |
| 3M | +9.4% | +0.3% | +9.1% | +9.2% |
| 6M | -3.3% | +3.4% | -6.7% | -4.5% |
| YTD | -17.8% | +5.9% | -23.7% | -19.9% |
| 1Y | -22.2% | +8.2% | -30.4% | -24.7% |
| 3Y | -34.0% | +65.3% | -99.3% | -46.5% |
| 5Y | -15.4% | +43.3% | -58.7% | -28.5% |
| All | +366.4% | +103.7% | +262.7% | +235.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling