+606.9%
GEV vs CPRT
-46.7%
+653.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.0% |
| 7D | -1.9% | -8.4% | +6.5% | -0.1% |
| 30D | -8.7% | +4.6% | -13.3% | -9.9% |
| 3M | +6.6% | -1.9% | +8.6% | +6.6% |
| 6M | +10.2% | -15.3% | +25.5% | +17.4% |
| YTD | +41.6% | -21.5% | +63.1% | +54.7% |
| 1Y | +43.9% | -36.6% | +80.5% | +80.6% |
| All | +606.9% | -46.7% | +653.7% | +912.4% |
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