-15.9%
CPRT vs RMD
-6.0%
-9.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | +18.8% | +2.5% | +16.3% | +17.7% |
| 3M | +9.4% | +11.5% | -2.1% | +5.6% |
| 6M | -4.4% | +14.7% | -19.1% | -8.8% |
| YTD | -17.1% | -1.3% | -15.8% | -17.5% |
| 1Y | -19.9% | -5.3% | -14.6% | -19.4% |
| 3Y | -30.5% | +68.8% | -99.3% | -44.5% |
| 5Y | -15.9% | -5.9% | -10.1% | -17.0% |
| All | -15.9% | -6.0% | -9.9% | -17.0% |
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