+387.6%
CPRT vs RMBS
+554.0%
-166.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.5% |
| 7D | -8.4% | +1.2% | -9.6% | -8.6% |
| 30D | +4.6% | -11.5% | +16.1% | +6.9% |
| 3M | -1.9% | -38.2% | +36.3% | +6.1% |
| 6M | -15.3% | -4.8% | -10.6% | -20.5% |
| YTD | -21.5% | -7.1% | -14.3% | -27.1% |
| 1Y | -36.6% | +10.7% | -47.3% | -45.8% |
| 3Y | -31.2% | +54.5% | -85.7% | -52.3% |
| 5Y | -14.1% | +261.7% | -275.8% | -60.0% |
| All | +387.6% | +554.0% | -166.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling