+412.4%
CPRT vs RIG
-44.3%
+456.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | -0.4% | -8.2% | +7.8% | +0.2% |
| 30D | +8.2% | -0.2% | +8.4% | +8.2% |
| 3M | +2.3% | -2.7% | +5.0% | +2.3% |
| 6M | -14.7% | -7.5% | -7.3% | -14.7% |
| YTD | -18.2% | +38.3% | -56.4% | -20.8% |
| 1Y | -33.4% | +81.8% | -115.2% | -37.1% |
| 3Y | -28.3% | -30.2% | +1.9% | -28.6% |
| 5Y | -9.8% | +59.9% | -69.8% | -18.9% |
| 10Y | +412.4% | -41.9% | +454.3% | +320.6% |
| All | +412.4% | -44.3% | +456.7% | +320.6% |
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