+16.0%
GS vs CPRT
-22.5%
+38.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.3% |
| 7D | +5.9% | -0.4% | +6.2% | +5.9% |
| 30D | +4.3% | +21.2% | -16.9% | +5.1% |
| 3M | -11.7% | +8.3% | -20.0% | -11.3% |
| 6M | -3.2% | -3.4% | +0.2% | -1.2% |
| YTD | +5.8% | -18.7% | +24.5% | +11.4% |
| 1Y | +16.0% | -23.5% | +39.5% | +20.6% |
| All | +16.0% | -22.5% | +38.5% | +20.6% |
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