+374.9%
CPRT vs GWRE
+131.0%
+243.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -11.2% | -13.2% | +2.1% | -7.4% |
| 30D | +3.3% | -18.6% | +21.9% | +8.3% |
| 3M | -3.6% | +18.9% | -22.5% | -10.5% |
| 6M | -15.8% | -11.0% | -4.8% | -16.3% |
| YTD | -23.5% | -29.9% | +6.4% | -18.3% |
| 1Y | -38.8% | -44.3% | +5.6% | -29.6% |
| 3Y | -33.4% | +51.7% | -85.1% | -50.6% |
| 5Y | -16.4% | +15.4% | -31.8% | -33.0% |
| All | +374.9% | +131.0% | +243.9% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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