-23.6%
GEV vs CPRT
-4.8%
-18.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.0% |
| 7D | +6.2% | -1.5% | +7.7% | +5.3% |
| 30D | -18.4% | +21.4% | -39.8% | -9.7% |
| 3M | -21.2% | +10.4% | -31.6% | -15.3% |
| 6M | -23.6% | -4.3% | -19.3% | -22.1% |
| All | -23.6% | -4.8% | -18.7% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling