+151.5%
GE vs CPRT
+411.2%
-259.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +0.7% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | -9.5% | +9.9% | -19.4% | -13.5% |
| 3M | +4.1% | +5.6% | -1.5% | +0.4% |
| 6M | +3.9% | -13.6% | +17.6% | +9.3% |
| YTD | +9.0% | -16.7% | +25.8% | +15.8% |
| 1Y | +21.9% | -33.1% | +55.1% | +42.7% |
| 3Y | +281.8% | -27.1% | +308.8% | +321.7% |
| 5Y | +436.7% | -9.9% | +446.6% | +422.9% |
| 10Y | +151.5% | +415.3% | -263.8% | +27.5% |
| All | +151.5% | +411.2% | -259.6% | +27.5% |
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