-33.7%
CPRT vs RPRX
+172.9%
-206.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +4.0% | +4.6% | -0.6% | +3.5% |
| 30D | +18.2% | +22.0% | -3.8% | +15.8% |
| 3M | +9.2% | +20.3% | -11.1% | +7.3% |
| 6M | -4.8% | +37.9% | -42.7% | -7.2% |
| YTD | -17.5% | +82.2% | -99.7% | -20.7% |
| 1Y | -22.0% | +83.7% | -105.7% | -25.1% |
| 3Y | -33.7% | +175.4% | -209.2% | -37.9% |
| All | -33.7% | +172.9% | -206.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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