+816.6%
GLD vs CPRT
+2,303.2%
-1,486.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.8% |
| 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% | +25.1% |
| 3Y | +125.8% | -25.0% | +150.9% | +126.3% |
| 5Y | +137.8% | -7.4% | +145.2% | +137.3% |
| 10Y | +221.4% | +422.0% | -200.6% | +215.5% |
| All | +816.6% | +2,303.2% | -1,486.6% | +744.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling