-30.4%
CPRT vs RBA
+42.3%
-72.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +6.0% | +4.3% | +1.8% | +4.7% |
| 30D | +20.0% | +16.3% | +3.7% | +14.3% |
| 3M | +10.1% | +1.3% | +8.8% | +9.4% |
| 6M | -4.3% | -11.1% | +6.8% | -1.2% |
| YTD | -18.4% | -8.5% | -9.9% | -16.5% |
| 1Y | -20.1% | -2.1% | -18.0% | -19.8% |
| 3Y | -30.4% | +44.6% | -75.0% | -32.9% |
| All | -30.4% | +42.3% | -72.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling