-33.1%
CPRT vs RBA
-28.4%
-4.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | +9.9% | -13.2% | +23.1% | +15.9% |
| 3M | +5.6% | -21.4% | +27.0% | +15.1% |
| 6M | -13.6% | -20.9% | +7.3% | -6.4% |
| YTD | -16.7% | -19.9% | +3.1% | -9.6% |
| 1Y | -33.1% | -28.7% | -4.5% | -25.8% |
| All | -33.1% | -28.4% | -4.7% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling