+427.4%
CPRT vs RBA
+185.7%
+241.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -2.9% | +5.1% | +3.3% |
| 30D | +16.6% | -12.3% | +28.9% | +21.9% |
| 3M | +9.6% | -20.5% | +30.1% | +18.2% |
| 6M | -11.1% | -18.5% | +7.4% | -5.2% |
| YTD | -13.9% | -18.2% | +4.4% | -8.3% |
| 1Y | -32.5% | -27.5% | -5.0% | -25.2% |
| 3Y | -25.0% | +38.1% | -63.1% | -34.8% |
| 5Y | -7.4% | +44.8% | -52.2% | -23.2% |
| All | +427.4% | +185.7% | +241.6% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling