+80.5%
GM vs CPRT
-8.8%
+89.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -1.5% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -4.6% | +8.2% | -12.8% | -8.5% |
| 3M | +0.2% | +2.3% | -2.1% | -1.9% |
| 6M | +12.6% | -14.7% | +27.4% | +20.9% |
| YTD | +3.7% | -18.2% | +21.9% | +12.9% |
| 1Y | +45.6% | -33.4% | +79.0% | +78.1% |
| 3Y | +162.0% | -28.3% | +190.3% | +193.6% |
| 5Y | +80.5% | -9.8% | +90.3% | +58.9% |
| All | +80.5% | -8.8% | +89.3% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling