-10.8%
CPRT vs GTLB
-50.5%
+39.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.0% | -10.9% | +14.9% | +5.6% |
| 30D | +18.2% | -15.3% | +33.5% | +20.6% |
| 3M | +9.2% | +14.6% | -5.4% | +6.7% |
| 6M | -4.8% | +79.6% | -84.4% | -13.0% |
| YTD | -17.5% | +24.3% | -41.8% | -21.4% |
| 1Y | -22.0% | +1.0% | -23.0% | -23.7% |
| 3Y | -33.7% | +4.6% | -38.3% | -38.4% |
| 5Y | -15.0% | -63.7% | +48.8% | -21.9% |
| All | -10.8% | -50.5% | +39.7% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling