+208.4%
GLD vs CPRT
+382.0%
-173.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +2.8% | +4.0% | -1.2% | +2.7% |
| 30D | -4.0% | +18.2% | -22.2% | -4.3% |
| 3M | -8.2% | +9.2% | -17.4% | -8.4% |
| 6M | -14.8% | -4.8% | -10.0% | -14.8% |
| YTD | -6.8% | -17.5% | +10.7% | -6.6% |
| 1Y | -2.4% | -22.0% | +19.6% | -2.1% |
| 3Y | +105.8% | -33.7% | +139.5% | +106.6% |
| 5Y | +113.3% | -15.0% | +128.3% | +113.0% |
| 10Y | +208.4% | +385.2% | -176.7% | +230.9% |
| All | +208.4% | +382.0% | -173.6% | +230.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling