-2.4%
GLD vs CPRT
-20.5%
+18.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +2.8% | +4.0% | -1.2% | +2.5% |
| 30D | -4.0% | +18.2% | -22.2% | -5.1% |
| 3M | -8.2% | +9.2% | -17.4% | -8.6% |
| 6M | -14.8% | -4.8% | -10.0% | -14.2% |
| YTD | -6.8% | -17.5% | +10.7% | -5.7% |
| 1Y | -2.4% | -22.0% | +19.6% | -2.4% |
| All | -2.4% | -20.5% | +18.1% | -2.4% |
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