-9.8%
CPRT vs RMBS
+269.8%
-279.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -0.4% | +3.5% | -3.9% | -0.8% |
| 30D | +8.2% | -8.6% | +16.8% | +9.3% |
| 3M | +2.3% | -40.3% | +42.6% | +8.4% |
| 6M | -14.7% | -1.0% | -13.8% | -19.3% |
| YTD | -18.2% | -4.6% | -13.6% | -23.0% |
| 1Y | -33.4% | +17.6% | -50.9% | -41.6% |
| 3Y | -28.3% | +58.6% | -87.0% | -46.8% |
| 5Y | -9.8% | +270.9% | -280.8% | -57.6% |
| All | -9.8% | +269.8% | -279.7% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling