-23.9%
CPRT vs RIG
+43.0%
-66.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.6% | +12.6% | +4.6% |
| 7D | +12.6% | -18.8% | +31.4% | +11.6% |
| 30D | +18.0% | -1.1% | +19.1% | +17.4% |
| 3M | +11.0% | +4.4% | +6.5% | +10.5% |
| 6M | -2.0% | -20.8% | +18.8% | -2.0% |
| YTD | -16.7% | +32.0% | -48.6% | -17.6% |
| 1Y | -23.9% | +39.7% | -63.6% | -25.2% |
| All | -23.9% | +43.0% | -66.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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