+38.3%
GOOGL vs CPRT
-34.0%
+72.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -7.5% | +8.2% | -15.7% | -7.4% |
| 3M | -9.2% | +2.3% | -11.5% | -9.1% |
| 6M | +8.1% | -14.7% | +22.8% | +5.7% |
| YTD | +5.8% | -18.2% | +24.0% | +3.2% |
| 1Y | +38.3% | -33.4% | +71.7% | +25.5% |
| All | +38.3% | -34.0% | +72.4% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling