+239.5%
GM vs CPRT
+1,364.3%
-1,124.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -0.2% | +8.3% | -8.5% | -5.3% |
| 6M | +13.9% | -3.4% | +17.3% | +13.7% |
| YTD | +6.5% | -18.7% | +25.2% | +15.5% |
| 1Y | +20.7% | -23.5% | +44.2% | +35.3% |
| 3Y | +229.5% | -34.2% | +263.6% | +292.2% |
| 5Y | +41.5% | -18.2% | +59.7% | +45.5% |
| 10Y | +204.8% | +370.9% | -166.1% | +16.6% |
| All | +239.5% | +1,364.3% | -1,124.7% | -34.1% |
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 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