+18,802.9%
CPRT vs RBA
+3,565.6%
+15,237.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -2.9% | +5.1% | +3.0% |
| 30D | +16.6% | -12.3% | +28.9% | +20.4% |
| 3M | +9.6% | -20.5% | +30.1% | +15.8% |
| 6M | -11.1% | -18.5% | +7.4% | -6.8% |
| YTD | -13.9% | -18.2% | +4.4% | -9.8% |
| 1Y | -32.5% | -27.5% | -5.0% | -27.3% |
| 3Y | -25.0% | +38.1% | -63.1% | -31.9% |
| 5Y | -7.4% | +44.8% | -52.2% | -18.2% |
| 10Y | +422.0% | +187.1% | +234.9% | +285.7% |
| All | +18,802.9% | +3,565.6% | +15,237.4% | +7,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling