+643.2%
GEV vs CPRT
-43.5%
+686.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.8% |
| 7D | +8.1% | +0.4% | +7.7% | +7.9% |
| 30D | -1.9% | +9.9% | -11.8% | -4.2% |
| 3M | +4.1% | +5.6% | -1.6% | +2.1% |
| 6M | +23.2% | -13.6% | +36.8% | +32.0% |
| YTD | +48.9% | -16.7% | +65.6% | +60.7% |
| 1Y | +62.2% | -33.1% | +95.3% | +101.8% |
| All | +643.2% | -43.5% | +686.7% | +951.2% |
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