+37.4%
GILD vs CPRT
-31.2%
+68.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +3.6% | +2.2% | +1.4% | +3.2% |
| 30D | +14.6% | +16.6% | -2.0% | +11.2% |
| 3M | +17.7% | +9.6% | +8.1% | +14.9% |
| 6M | +3.1% | -11.1% | +14.2% | +2.3% |
| YTD | +24.5% | -13.9% | +38.4% | +24.1% |
| 1Y | +37.4% | -32.5% | +69.9% | +44.1% |
| All | +37.4% | -31.2% | +68.6% | +44.1% |
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 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