-22.2%
CPRT vs RACE
+0.7%
-22.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | -3.9% | +2.5% | -0.4% |
| 30D | +21.5% | +6.8% | +14.7% | +19.6% |
| 3M | +9.4% | +1.3% | +8.1% | +9.0% |
| 6M | -3.3% | +26.3% | -29.6% | -7.2% |
| YTD | -17.8% | +13.8% | -31.6% | -21.7% |
| 1Y | -22.2% | -0.5% | -21.7% | -25.8% |
| All | -22.2% | +0.7% | -22.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling