+211.6%
GM vs CPRT
+368.4%
-156.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | +3.6% | +21.2% | -17.6% | -6.1% |
| 3M | -0.2% | +8.3% | -8.5% | -5.1% |
| 6M | +13.9% | -3.4% | +17.3% | +13.8% |
| YTD | +6.5% | -18.7% | +25.2% | +15.5% |
| 1Y | +20.7% | -23.5% | +44.2% | +35.2% |
| 3Y | +229.5% | -34.2% | +263.6% | +291.4% |
| 5Y | +41.5% | -18.2% | +59.7% | +43.9% |
| All | +211.6% | +368.4% | -156.9% | +60.1% |
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