+243.0%
GS vs CPRT
-25.5%
+268.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | +2.2% | -1.3% | +0.3% |
| 30D | -1.6% | +16.6% | -18.2% | -6.1% |
| 3M | -4.5% | +9.6% | -14.1% | -7.6% |
| 6M | +20.9% | -11.1% | +32.0% | +27.2% |
| YTD | +19.9% | -13.9% | +33.8% | +27.5% |
| 1Y | +41.4% | -32.5% | +73.9% | +68.7% |
| All | +243.0% | -25.5% | +268.5% | +283.9% |
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