+390.5%
GE vs CPRT
-17.4%
+407.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.3% |
| 7D | +7.1% | +6.0% | +1.1% | +4.8% |
| 30D | +6.5% | +20.0% | -13.6% | -0.7% |
| 3M | -13.6% | +10.1% | -23.7% | -17.6% |
| 6M | +6.0% | -4.3% | +10.3% | +6.4% |
| YTD | +5.4% | -18.4% | +23.8% | +12.8% |
| 1Y | +6.5% | -20.1% | +26.5% | +14.9% |
| 3Y | +268.6% | -30.4% | +299.0% | +313.7% |
| All | +390.5% | -17.4% | +407.9% | +361.6% |
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