+42.6%
GEV vs CPRT
-22.3%
+64.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.0% |
| 7D | +6.2% | -1.5% | +7.7% | +5.5% |
| 30D | -18.4% | +21.4% | -39.8% | -11.1% |
| 3M | -21.2% | +10.4% | -31.6% | -16.4% |
| 6M | -23.6% | -4.3% | -19.3% | -21.1% |
| YTD | +25.5% | -18.3% | +43.8% | +25.0% |
| 1Y | +42.6% | -22.5% | +65.1% | +46.0% |
| All | +42.6% | -22.3% | +64.9% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling