+186.8%
GS vs CPRT
-29.5%
+216.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | -6.3% | +9.9% | -16.3% | -8.4% |
| 30D | -3.1% | +21.1% | -24.3% | -7.5% |
| 3M | -17.7% | +12.3% | -30.0% | -20.5% |
| 6M | -4.6% | -2.0% | -2.5% | -4.0% |
| YTD | +0.3% | -17.0% | +17.3% | +7.7% |
| 1Y | +11.7% | -22.5% | +34.3% | +23.5% |
| All | +186.8% | -29.5% | +216.3% | +237.9% |
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