-15.0%
CPRT vs GSK
+44.6%
-59.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.0% | +5.2% | -1.2% | +2.8% |
| 30D | +18.2% | +10.2% | +8.1% | +15.8% |
| 3M | +9.2% | -0.9% | +10.1% | +9.2% |
| 6M | -4.8% | +3.5% | -8.3% | -5.6% |
| YTD | -17.5% | +7.2% | -24.7% | -18.9% |
| 1Y | -22.0% | +12.0% | -34.0% | -24.0% |
| 3Y | -33.7% | +67.3% | -101.0% | -42.3% |
| 5Y | -15.0% | +45.3% | -60.2% | -26.7% |
| All | -15.0% | +44.6% | -59.6% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling