+18,775.1%
CPRT vs RL
+1,476.5%
+17,298.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.3% |
| 7D | +6.0% | -4.2% | +10.2% | +7.1% |
| 30D | +20.0% | +4.3% | +15.8% | +18.8% |
| 3M | +10.1% | -4.6% | +14.7% | +11.2% |
| 6M | -4.3% | +1.7% | -6.0% | -5.3% |
| YTD | -18.4% | +7.3% | -25.7% | -20.7% |
| 1Y | -20.1% | +20.8% | -40.9% | -24.8% |
| 3Y | -30.4% | +247.0% | -277.4% | -51.0% |
| 5Y | -17.0% | +225.5% | -242.4% | -41.5% |
| 10Y | +403.2% | +363.0% | +40.2% | +204.3% |
| All | +18,775.1% | +1,476.5% | +17,298.5% | +6,686.2% |
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