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  • GLW vs CPRT✓SelectedUSD · CPRTGLW vs CPRT performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,943.3%
CPRT return
+23,878.7%
Excess return
-20,935.3%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D+5.7%+0.4%+5.3%+5.6%
7D+3.8%+2.2%+1.6%+3.1%
30D-1.3%+16.6%-18.0%-5.6%
3M-21.8%+9.6%-31.4%-25.0%
6M+6.9%-11.1%+18.0%+8.2%
YTD+77.2%-13.9%+91.0%+79.8%
1Y+123.2%-32.5%+155.8%+142.1%
3Y+400.0%-25.0%+425.0%+420.9%
5Y+342.8%-7.4%+350.2%+329.8%
10Y+771.4%+422.0%+349.4%+437.0%
All+2,943.3%+23,878.7%-20,935.3%+922.4%

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