+212.2%
GLD vs CPRT
+399.1%
-186.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +4.9% | +1.6% | +3.3% | +4.9% |
| 30D | -1.3% | +18.8% | -20.1% | -1.7% |
| 3M | -4.8% | +9.4% | -14.2% | -4.9% |
| 6M | -12.5% | -4.4% | -8.1% | -12.5% |
| YTD | -4.2% | -17.1% | +12.9% | -4.0% |
| 1Y | +3.0% | -19.9% | +22.9% | +3.3% |
| 3Y | +109.1% | -30.5% | +139.6% | +109.8% |
| 5Y | +121.6% | -15.9% | +137.5% | +121.2% |
| 10Y | +212.2% | +386.7% | -174.5% | +234.3% |
| All | +212.2% | +399.1% | -186.9% | +234.3% |
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