+19,820.7%
CPRT vs RL
+1,366.2%
+18,454.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +16.6% | -7.8% | +24.4% | +18.9% |
| 3M | +9.6% | -4.0% | +13.6% | +10.4% |
| 6M | -11.1% | -1.9% | -9.2% | -11.4% |
| YTD | -13.9% | -0.2% | -13.7% | -14.7% |
| 1Y | -32.5% | +10.7% | -43.2% | -35.1% |
| 3Y | -25.0% | +210.8% | -235.8% | -45.7% |
| 5Y | -7.4% | +238.2% | -245.6% | -35.4% |
| 10Y | +422.0% | +313.4% | +108.6% | +224.5% |
| All | +19,820.7% | +1,366.2% | +18,454.6% | +7,200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling