+39.4%
GM vs CPRT
-24.7%
+64.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.0% | -0.4% | +3.8% |
| 7D | +12.1% | +12.6% | -0.6% | +10.1% |
| 30D | +15.2% | +18.0% | -2.8% | +12.5% |
| 3M | +4.9% | +11.0% | -6.1% | +3.3% |
| 6M | +22.6% | -2.0% | +24.6% | +21.3% |
| YTD | +14.4% | -16.7% | +31.1% | +11.4% |
| 1Y | +39.4% | -23.9% | +63.3% | +34.9% |
| All | +39.4% | -24.7% | +64.1% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling