+2,111.6%
GLW vs CPRT
+22,868.9%
-20,757.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -11.1% | +4.0% | -15.1% | -12.1% |
| 30D | -28.4% | +18.2% | -46.7% | -31.8% |
| 3M | -28.8% | +9.2% | -37.9% | -31.4% |
| 6M | -39.8% | -4.8% | -35.0% | -40.8% |
| YTD | +28.7% | -17.5% | +46.2% | +30.8% |
| 1Y | +27.7% | -22.0% | +49.7% | +31.7% |
| 3Y | +331.3% | -33.7% | +365.1% | +360.6% |
| 5Y | +233.4% | -15.0% | +248.4% | +228.2% |
| 10Y | +521.8% | +385.2% | +136.6% | +286.5% |
| All | +2,111.6% | +22,868.9% | -20,757.3% | +643.6% |
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 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