+438.8%
GS vs CPRT
+368.4%
+70.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +5.9% | -0.4% | +6.2% | +6.1% |
| 30D | +4.3% | +21.2% | -16.9% | -4.5% |
| 3M | -11.7% | +8.3% | -20.0% | -15.9% |
| 6M | -3.2% | -3.4% | +0.2% | -4.1% |
| YTD | +5.8% | -18.7% | +24.5% | +13.5% |
| 1Y | +16.0% | -23.5% | +39.5% | +28.2% |
| 3Y | +199.8% | -34.2% | +233.9% | +251.5% |
| 5Y | +155.5% | -18.2% | +173.7% | +160.2% |
| All | +438.8% | +368.4% | +70.4% | +146.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling