-9.9%
CPRT vs RMD
-21.0%
+11.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.4% |
| 7D | +0.4% | -4.5% | +4.9% | +1.8% |
| 30D | +9.9% | +4.6% | +5.3% | +8.4% |
| 3M | +5.6% | +14.8% | -9.1% | +1.1% |
| 6M | -13.6% | -12.1% | -1.5% | -10.8% |
| YTD | -16.7% | -7.5% | -9.3% | -15.3% |
| 1Y | -33.1% | -20.1% | -13.1% | -29.2% |
| 3Y | -27.1% | +53.9% | -80.9% | -40.1% |
| 5Y | -9.9% | -22.2% | +12.3% | -5.4% |
| All | -9.9% | -21.0% | +11.1% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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