+45.4%
GILD vs CPRT
-24.7%
+70.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +3.2% |
| 7D | +9.6% | +12.6% | -3.0% | +7.1% |
| 30D | +20.6% | +18.0% | +2.7% | +16.8% |
| 3M | +29.7% | +11.0% | +18.8% | +26.6% |
| 6M | +33.1% | -2.0% | +35.1% | +30.6% |
| YTD | +44.7% | -16.7% | +61.4% | +42.6% |
| 1Y | +45.4% | -23.9% | +69.2% | +42.5% |
| All | +45.4% | -24.7% | +70.1% | +42.5% |
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