-33.8%
CPRT vs RL
+254.6%
-288.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.5% | +2.4% | -3.8% | -2.0% |
| 30D | +21.4% | +4.6% | +16.8% | +20.2% |
| 3M | +10.4% | -1.1% | +11.5% | +10.4% |
| 6M | -4.3% | +16.5% | -20.8% | -7.5% |
| YTD | -18.3% | +11.4% | -29.7% | -20.7% |
| 1Y | -22.5% | +16.1% | -38.6% | -25.6% |
| All | -33.8% | +254.6% | -288.4% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling