-3.9%
GLD vs CPRT
-22.3%
+18.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | -4.4% | +21.5% | -25.9% | -5.7% |
| 3M | -8.9% | +9.4% | -18.3% | -9.3% |
| 6M | -16.0% | -3.3% | -12.7% | -15.4% |
| YTD | -7.9% | -17.8% | +10.0% | -6.8% |
| 1Y | -3.9% | -22.2% | +18.3% | -3.4% |
| All | -3.9% | -22.3% | +18.5% | -3.4% |
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