+185.8%
GS vs CPRT
-30.7%
+216.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -3.2% | +6.0% | -9.3% | -4.5% |
| 30D | -2.4% | +20.0% | -22.4% | -6.6% |
| 3M | -15.7% | +10.1% | -25.9% | -18.2% |
| 6M | -6.8% | -4.3% | -2.5% | -5.6% |
| YTD | -0.1% | -18.4% | +18.3% | +7.7% |
| 1Y | +12.1% | -20.1% | +32.2% | +21.7% |
| 3Y | +185.8% | -30.4% | +216.2% | +238.0% |
| All | +185.8% | -30.7% | +216.5% | +238.0% |
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