-45.8%
CPRT vs RBRK
+124.5%
-170.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.4% |
| 7D | -11.2% | -7.5% | -3.7% | -10.6% |
| 30D | +3.3% | -10.4% | +13.7% | +3.9% |
| 3M | -3.6% | +21.3% | -24.8% | -5.6% |
| 6M | -15.8% | +50.6% | -66.4% | -19.5% |
| YTD | -23.5% | +13.3% | -36.8% | -25.6% |
| 1Y | -38.8% | +11.2% | -50.0% | -40.5% |
| All | -45.8% | +124.5% | -170.2% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling