+11,453.7%
GOOGL vs CPRT
+2,236.3%
+9,217.4%
-65.3%
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% | -0.1% |
| 7D | +2.6% | +4.0% | -1.4% | +1.1% |
| 30D | -18.3% | +18.2% | -36.5% | -23.8% |
| 3M | -19.6% | +9.2% | -28.7% | -23.2% |
| 6M | -28.2% | -4.8% | -23.4% | -28.2% |
| YTD | -8.0% | -17.5% | +9.5% | -3.2% |
| 1Y | -0.7% | -22.0% | +21.3% | +6.7% |
| 3Y | +118.8% | -33.7% | +152.5% | +146.2% |
| 5Y | +98.9% | -15.0% | +113.8% | +100.2% |
| 10Y | +643.6% | +385.2% | +258.4% | +289.2% |
| All | +11,453.7% | +2,236.3% | +9,217.4% | +3,741.8% |
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 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