-23.9%
CPRT vs RBRK
+62.9%
-86.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.9% |
| 7D | +12.6% | -12.5% | +25.1% | +13.7% |
| 30D | +18.0% | -3.0% | +21.0% | +17.9% |
| 3M | +11.0% | +46.9% | -36.0% | +6.5% |
| 6M | -2.0% | +105.4% | -107.4% | -9.1% |
| YTD | -16.7% | +55.6% | -72.3% | -23.5% |
| 1Y | -23.9% | +63.9% | -87.8% | -30.2% |
| All | -23.9% | +62.9% | -86.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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