-5.7%
CPRT vs RRC
+156.2%
-161.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +16.6% | +10.1% | +6.5% | +15.2% |
| 3M | +9.6% | +4.0% | +5.6% | +8.9% |
| 6M | -11.1% | +1.6% | -12.7% | -11.6% |
| YTD | -13.9% | +19.7% | -33.6% | -16.3% |
| 1Y | -32.5% | +21.4% | -53.9% | -34.7% |
| 3Y | -25.0% | +29.7% | -54.7% | -28.9% |
| All | -5.7% | +156.2% | -161.9% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling