+20,973.6%
CPRT vs RMBS
+1,284.9%
+19,688.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -0.4% | +10.3% | -10.7% | -1.2% |
| 30D | +21.2% | -10.7% | +31.9% | +21.8% |
| 3M | +8.3% | -17.2% | +25.5% | +9.2% |
| 6M | -3.4% | -39.0% | +35.7% | -1.1% |
| YTD | -18.7% | -10.5% | -8.2% | -20.6% |
| 1Y | -23.5% | -11.0% | -12.5% | -25.4% |
| 3Y | -34.2% | +31.3% | -65.5% | -39.8% |
| 5Y | -18.2% | +242.8% | -261.0% | -31.6% |
| 10Y | +370.9% | +536.9% | -166.0% | +271.7% |
| All | +20,973.6% | +1,284.9% | +19,688.7% | +12,405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling