+2,064.0%
GS vs CPRT
+9,148.9%
-7,084.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | +2.2% | -1.3% | +0.2% |
| 30D | -1.6% | +16.6% | -18.2% | -6.6% |
| 3M | -4.5% | +9.6% | -14.1% | -8.3% |
| 6M | +20.9% | -11.1% | +32.0% | +24.0% |
| YTD | +19.9% | -13.9% | +33.8% | +23.9% |
| 1Y | +41.4% | -32.5% | +73.9% | +57.8% |
| 3Y | +239.2% | -25.0% | +264.2% | +264.0% |
| 5Y | +185.0% | -7.4% | +192.4% | +182.0% |
| 10Y | +655.0% | +422.0% | +233.0% | +344.2% |
| All | +2,064.0% | +9,148.9% | -7,084.9% | +613.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling