-27.1%
CPRT vs RIG
-28.9%
+1.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.3% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | +9.9% | +9.5% | +0.4% | +9.4% |
| 3M | +5.6% | -6.6% | +12.3% | +5.9% |
| 6M | -13.6% | -2.9% | -10.8% | -13.8% |
| YTD | -16.7% | +39.5% | -56.2% | -18.8% |
| 1Y | -33.1% | +82.3% | -115.4% | -36.2% |
| 3Y | -27.1% | -29.6% | +2.5% | -26.8% |
| All | -27.1% | -28.9% | +1.8% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling