+141.0%
GS vs CPRT
-17.2%
+158.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.2% |
| 7D | -6.3% | +9.9% | -16.3% | -9.3% |
| 30D | -3.1% | +21.1% | -24.3% | -9.4% |
| 3M | -17.7% | +12.3% | -30.0% | -21.7% |
| 6M | -4.6% | -2.0% | -2.5% | -5.1% |
| YTD | +0.3% | -17.0% | +17.3% | +6.9% |
| 1Y | +11.7% | -22.5% | +34.3% | +22.7% |
| 3Y | +183.6% | -29.3% | +212.9% | +221.2% |
| 5Y | +141.0% | -15.6% | +156.6% | +132.9% |
| All | +141.0% | -17.2% | +158.1% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling