-16.1%
CPRT vs RDW
-9.1%
-7.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.5% |
| 7D | -11.2% | +0.9% | -12.0% | -11.2% |
| 30D | +3.3% | -21.3% | +24.6% | +4.6% |
| 3M | -3.6% | -37.9% | +34.3% | -1.4% |
| 6M | -15.8% | +12.3% | -28.0% | -18.5% |
| YTD | -23.5% | +39.7% | -63.2% | -28.2% |
| 1Y | -38.8% | +25.7% | -64.4% | -42.7% |
| 3Y | -33.4% | +230.8% | -264.3% | -48.2% |
| All | -16.1% | -9.1% | -7.1% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling