-11.5%
CPRT vs GTLB
-50.8%
+39.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -0.4% | -6.6% | +6.2% | +0.5% |
| 30D | +8.2% | +13.7% | -5.5% | +6.2% |
| 3M | +2.3% | +52.9% | -50.6% | -3.8% |
| 6M | -14.7% | +88.5% | -103.2% | -22.7% |
| YTD | -18.2% | +23.4% | -41.6% | -21.7% |
| 1Y | -33.4% | -3.8% | -29.5% | -34.4% |
| 3Y | -28.3% | -11.5% | -16.8% | -31.7% |
| All | -11.5% | -50.8% | +39.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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