+411.8%
GE vs CPRT
-18.6%
+430.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.7% | -0.4% | +3.0% | +2.8% |
| 30D | +8.1% | +21.2% | -13.1% | +0.6% |
| 3M | -7.9% | +8.3% | -16.2% | -11.5% |
| 6M | +12.9% | -3.4% | +16.3% | +12.8% |
| YTD | +8.2% | -18.7% | +26.9% | +16.0% |
| 1Y | +9.7% | -23.5% | +33.2% | +20.9% |
| 3Y | +266.1% | -34.2% | +300.3% | +323.8% |
| All | +411.8% | -18.6% | +430.4% | +385.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling