+1,605.7%
GE vs CPRT
+23,878.7%
-22,273.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | -11.6% | +16.6% | -28.2% | -14.6% |
| 3M | +3.0% | +9.6% | -6.6% | +0.4% |
| 6M | -0.5% | -11.1% | +10.6% | +1.3% |
| YTD | +9.7% | -13.9% | +23.6% | +12.3% |
| 1Y | +20.0% | -32.5% | +52.6% | +29.2% |
| 3Y | +275.8% | -25.0% | +300.9% | +294.2% |
| 5Y | +429.1% | -7.4% | +436.5% | +428.2% |
| 10Y | +151.2% | +422.0% | -270.8% | +81.2% |
| All | +1,605.7% | +23,878.7% | -22,273.0% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling