-18.7%
CPRT vs RBA
+45.7%
-64.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | +21.2% | +8.3% | +12.8% | +17.9% |
| 3M | +8.3% | +10.5% | -2.2% | +4.4% |
| 6M | -3.4% | -5.9% | +2.5% | -2.0% |
| YTD | -18.7% | -6.9% | -11.8% | -17.4% |
| 1Y | -23.5% | -4.9% | -18.7% | -22.9% |
| 3Y | -34.2% | +64.5% | -98.6% | -44.7% |
| All | -18.7% | +45.7% | -64.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling