+142.5%
GLD vs CPRT
-7.1%
+149.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +4.4% | +16.6% | -12.2% | +4.1% |
| 3M | -1.1% | +9.6% | -10.7% | -1.3% |
| 6M | -13.8% | -11.1% | -2.7% | -13.7% |
| YTD | +2.6% | -13.9% | +16.5% | +2.8% |
| 1Y | +24.5% | -32.5% | +57.0% | +24.9% |
| 3Y | +125.8% | -25.0% | +150.9% | +126.0% |
| All | +142.5% | -7.1% | +149.7% | +142.0% |
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