+3.7%
GS vs CPRT
-2.0%
+5.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.5% | +4.2% |
| 7D | +0.3% | +12.6% | -12.3% | +2.0% |
| 30D | +3.9% | +18.0% | -14.1% | +6.4% |
| 3M | -11.4% | +11.0% | -22.4% | -9.6% |
| 6M | +3.7% | -2.0% | +5.7% | +5.0% |
| All | +3.7% | -2.0% | +5.7% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling