+118.8%
GOOGL vs CPRT
-32.3%
+151.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.6% | +4.0% | -1.4% | +2.1% |
| 30D | -18.3% | +18.2% | -36.5% | -20.3% |
| 3M | -19.6% | +9.2% | -28.7% | -20.7% |
| 6M | -28.2% | -4.8% | -23.4% | -27.4% |
| YTD | -8.0% | -17.5% | +9.5% | -4.5% |
| 1Y | -0.7% | -22.0% | +21.3% | +4.5% |
| 3Y | +118.8% | -33.7% | +152.5% | +139.7% |
| All | +118.8% | -32.3% | +151.1% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling