+246.5%
GM vs CPRT
+1,451.2%
-1,204.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.9% | +2.2% | -0.3% | +0.8% |
| 30D | -1.4% | +16.6% | -18.0% | -9.5% |
| 3M | +5.9% | +9.6% | -3.7% | -0.3% |
| 6M | +12.4% | -11.1% | +23.5% | +17.9% |
| YTD | +8.6% | -13.9% | +22.5% | +15.0% |
| 1Y | +52.6% | -32.5% | +85.1% | +84.5% |
| 3Y | +169.7% | -25.0% | +194.7% | +199.5% |
| 5Y | +87.5% | -7.4% | +94.9% | +80.7% |
| 10Y | +233.0% | +422.0% | -189.0% | +20.9% |
| All | +246.5% | +1,451.2% | -1,204.7% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling