-38.8%
CPRT vs GSK
+21.8%
-60.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -11.2% | -3.5% | -7.7% | -10.6% |
| 30D | +3.3% | -3.4% | +6.8% | +4.1% |
| 3M | -3.6% | -8.1% | +4.6% | -2.2% |
| 6M | -15.8% | -11.1% | -4.6% | -14.6% |
| YTD | -23.5% | +0.7% | -24.2% | -22.2% |
| 1Y | -38.8% | +20.1% | -58.9% | -38.4% |
| All | -38.8% | +21.8% | -60.6% | -38.4% |
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