+118.6%
GLD vs CPRT
-17.4%
+136.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +4.7% | +6.0% | -1.3% | +4.5% |
| 30D | -0.9% | +20.0% | -20.9% | -1.5% |
| 3M | -4.4% | +10.1% | -14.5% | -4.6% |
| 6M | -13.6% | -4.3% | -9.2% | -13.5% |
| YTD | -6.0% | -18.4% | +12.4% | -5.7% |
| 1Y | +1.8% | -20.1% | +21.8% | +2.1% |
| 3Y | +103.2% | -30.4% | +133.6% | +103.8% |
| All | +118.6% | -17.4% | +136.0% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling