-23.9%
CPRT vs RRC
+44.7%
-68.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.6% | +5.1% |
| 7D | +12.6% | -6.8% | +19.4% | +12.9% |
| 30D | +18.0% | +34.7% | -16.8% | +15.6% |
| 3M | +11.0% | +31.5% | -20.6% | +8.8% |
| 6M | -2.0% | +21.8% | -23.8% | -4.4% |
| YTD | -16.7% | +48.9% | -65.5% | -19.9% |
| 1Y | -23.9% | +42.1% | -66.0% | -26.7% |
| All | -23.9% | +44.7% | -68.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling