+9.3%
CPRT vs RDW
0.0%
+9.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.5% |
| 7D | -0.4% | +3.6% | -4.0% | -0.6% |
| 30D | +8.2% | -18.4% | +26.7% | +9.4% |
| 3M | +2.3% | -32.1% | +34.4% | +4.0% |
| 6M | -14.7% | +10.9% | -25.6% | -17.5% |
| YTD | -18.2% | +40.8% | -59.0% | -23.3% |
| 1Y | -33.4% | +31.1% | -64.5% | -37.9% |
| 3Y | -28.3% | +245.2% | -273.5% | -44.4% |
| 5Y | -9.8% | -16.7% | +6.9% | -26.1% |
| All | +9.3% | 0.0% | +9.3% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling