-18.7%
CPRT vs RL
+239.2%
-257.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -0.4% | +2.6% | -3.0% | -1.2% |
| 30D | +21.2% | +2.9% | +18.2% | +20.0% |
| 3M | +8.3% | 0.0% | +8.3% | +8.0% |
| 6M | -3.4% | +17.1% | -20.5% | -8.6% |
| YTD | -18.7% | +10.1% | -28.8% | -22.4% |
| 1Y | -23.5% | +17.3% | -40.8% | -28.7% |
| 3Y | -34.2% | +249.3% | -283.5% | -61.6% |
| All | -18.7% | +239.2% | -257.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling