+41.9%
GM vs CPRT
-16.5%
+58.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -3.4% | -1.5% | -2.0% | -2.7% |
| 30D | +2.7% | +21.4% | -18.7% | -6.4% |
| 3M | -0.4% | +10.4% | -10.8% | -5.9% |
| 6M | +13.3% | -4.3% | +17.6% | +14.2% |
| YTD | +6.8% | -18.3% | +25.0% | +16.0% |
| 1Y | +21.1% | -22.5% | +43.6% | +35.5% |
| 3Y | +231.0% | -34.3% | +265.4% | +293.8% |
| 5Y | +41.9% | -17.8% | +59.7% | +29.8% |
| All | +41.9% | -16.5% | +58.4% | +29.8% |
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