+514.9%
GEV vs CPRT
-44.9%
+559.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +3.7% | -0.4% | +4.1% | +3.8% |
| 30D | -14.7% | +21.2% | -35.8% | -16.9% |
| 3M | -23.4% | +8.3% | -31.7% | -24.6% |
| 6M | -24.3% | -3.4% | -21.0% | -23.0% |
| YTD | +23.2% | -18.7% | +41.9% | +34.4% |
| 1Y | +44.2% | -23.5% | +67.8% | +63.4% |
| All | +514.9% | -44.9% | +559.7% | +779.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling