-34.2%
CPRT vs RMBS
+32.1%
-66.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | -0.4% | +10.3% | -10.7% | -0.7% |
| 30D | +21.2% | -10.7% | +31.9% | +21.4% |
| 3M | +8.3% | -17.2% | +25.5% | +8.8% |
| 6M | -3.4% | -39.0% | +35.7% | -2.0% |
| YTD | -18.7% | -10.5% | -8.2% | -21.7% |
| 1Y | -23.5% | -11.0% | -12.5% | -26.5% |
| 3Y | -34.2% | +31.3% | -65.5% | -44.3% |
| All | -34.2% | +32.1% | -66.2% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling