+952.8%
CPRT vs GWRE
+749.2%
+203.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.2% | -0.5% |
| 7D | -0.4% | -26.2% | +25.8% | +6.7% |
| 30D | +8.2% | -17.8% | +26.0% | +12.4% |
| 3M | +2.3% | +14.2% | -11.9% | -2.9% |
| 6M | -14.7% | -12.9% | -1.8% | -14.5% |
| YTD | -18.2% | -29.2% | +11.1% | -13.9% |
| 1Y | -33.4% | -44.4% | +11.1% | -25.3% |
| 3Y | -28.3% | +51.1% | -79.4% | -42.0% |
| 5Y | -9.8% | +16.5% | -26.4% | -23.7% |
| 10Y | +412.4% | +131.6% | +280.8% | +267.1% |
| All | +952.8% | +749.2% | +203.6% | +577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling