-33.4%
CPRT vs GWRE
+50.1%
-83.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -11.2% | -13.2% | +2.1% | -9.2% |
| 30D | +3.3% | -18.6% | +21.9% | +5.9% |
| 3M | -3.6% | +18.9% | -22.5% | -7.1% |
| 6M | -15.8% | -11.0% | -4.8% | -15.9% |
| YTD | -23.5% | -29.9% | +6.4% | -21.1% |
| 1Y | -38.8% | -44.3% | +5.6% | -34.5% |
| 3Y | -33.4% | +51.7% | -85.1% | -48.3% |
| All | -33.4% | +50.1% | -83.5% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling