-23.9%
CPRT vs RL
+34.3%
-58.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.5% | +4.2% |
| 7D | +12.6% | +5.8% | +6.9% | +11.5% |
| 30D | +18.0% | +12.7% | +5.2% | +15.6% |
| 3M | +11.0% | +9.3% | +1.6% | +9.1% |
| 6M | -2.0% | +16.9% | -18.9% | -4.8% |
| YTD | -16.7% | +17.5% | -34.1% | -19.2% |
| 1Y | -23.9% | +34.6% | -58.5% | -25.9% |
| All | -23.9% | +34.3% | -58.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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