+21,102.0%
CPRT vs RRC
+953.0%
+20,149.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -0.9% |
| 7D | +4.0% | -5.2% | +9.2% | +4.5% |
| 30D | +18.2% | +25.2% | -7.0% | +15.3% |
| 3M | +9.2% | +27.4% | -18.2% | +6.2% |
| 6M | -4.8% | +27.0% | -31.8% | -7.5% |
| YTD | -17.5% | +46.3% | -63.8% | -21.1% |
| 1Y | -22.0% | +37.1% | -59.1% | -25.0% |
| 3Y | -33.7% | +60.2% | -93.9% | -37.8% |
| 5Y | -15.0% | +136.6% | -151.6% | -25.1% |
| 10Y | +385.2% | +68.8% | +316.4% | +298.6% |
| All | +21,102.0% | +953.0% | +20,149.0% | +13,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling