+162.4%
GE vs CPRT
+399.1%
-236.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.2% |
| 7D | +6.3% | +1.6% | +4.6% | +5.5% |
| 30D | +8.9% | +18.8% | -9.9% | +1.2% |
| 3M | -9.2% | +9.4% | -18.6% | -13.5% |
| 6M | +13.2% | -4.4% | +17.6% | +13.3% |
| YTD | +9.4% | -17.1% | +26.5% | +15.8% |
| 1Y | +9.8% | -19.9% | +29.7% | +17.9% |
| 3Y | +278.2% | -30.5% | +308.7% | +325.4% |
| 5Y | +396.0% | -15.9% | +412.0% | +397.6% |
| 10Y | +162.4% | +386.7% | -224.3% | +44.0% |
| All | +162.4% | +399.1% | -236.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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