+244.0%
GLW vs CPRT
-16.5%
+260.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +15.5% | -1.5% | +17.0% | +15.7% |
| 30D | -19.6% | +21.4% | -40.9% | -21.0% |
| 3M | -28.5% | +10.4% | -38.9% | -29.5% |
| 6M | -39.5% | -4.3% | -35.2% | -38.9% |
| YTD | +37.2% | -18.3% | +55.5% | +44.2% |
| 1Y | +35.4% | -22.5% | +57.9% | +45.0% |
| 3Y | +359.7% | -34.3% | +394.0% | +412.2% |
| 5Y | +244.0% | -17.8% | +261.8% | +215.6% |
| All | +244.0% | -16.5% | +260.5% | +215.6% |
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