-23.9%
CPRT vs RDW
+9.7%
-33.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +4.9% |
| 7D | +12.6% | -14.3% | +27.0% | +12.4% |
| 30D | +18.0% | -26.0% | +44.0% | +17.6% |
| 3M | +11.0% | -27.4% | +38.3% | +10.6% |
| 6M | -2.0% | -10.6% | +8.6% | -3.3% |
| YTD | -16.7% | +1.6% | -18.3% | -18.6% |
| 1Y | -23.9% | +11.1% | -35.0% | -26.2% |
| All | -23.9% | +9.7% | -33.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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