+385.2%
CPRT vs RIG
-49.1%
+434.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.0% | -12.2% | +16.2% | +4.9% |
| 30D | +18.2% | -6.0% | +24.2% | +18.5% |
| 3M | +9.2% | -9.4% | +18.6% | +9.5% |
| 6M | -4.8% | -19.1% | +14.2% | -4.0% |
| YTD | -17.5% | +25.4% | -42.9% | -19.9% |
| 1Y | -22.0% | +23.3% | -45.3% | -24.2% |
| 3Y | -33.7% | -22.1% | -11.6% | -34.8% |
| 5Y | -15.0% | +50.1% | -65.1% | -23.3% |
| 10Y | +385.2% | -50.7% | +435.8% | +300.0% |
| All | +385.2% | -49.1% | +434.3% | +300.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling