+233.0%
GM vs CPRT
+392.8%
-159.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +4.8% |
| 7D | -1.1% | -8.4% | +7.4% | +3.4% |
| 30D | -3.4% | +4.6% | -8.0% | -6.1% |
| 3M | +8.7% | -1.9% | +10.6% | +8.4% |
| 6M | +15.4% | -15.3% | +30.7% | +23.9% |
| YTD | +6.6% | -21.5% | +28.1% | +18.1% |
| 1Y | +51.5% | -36.6% | +88.1% | +88.4% |
| 3Y | +169.3% | -31.2% | +200.5% | +211.4% |
| 5Y | +81.6% | -14.1% | +95.7% | +80.0% |
| All | +233.0% | +392.8% | -159.8% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling