-36.6%
CPRT vs GTLB
-1.8%
-34.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -8.4% | -4.1% | -4.4% | -8.0% |
| 30D | +4.6% | +12.3% | -7.7% | +3.2% |
| 3M | -1.9% | +65.9% | -67.9% | -7.1% |
| 6M | -15.3% | +104.0% | -119.3% | -21.7% |
| YTD | -21.5% | +26.0% | -47.5% | -25.2% |
| 1Y | -36.6% | -3.5% | -33.1% | -39.2% |
| All | -36.6% | -1.8% | -34.8% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling