-31.7%
CPRT vs RRX
+1.6%
-33.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.8% |
| 7D | -8.4% | -3.7% | -4.7% | -8.1% |
| 30D | +4.6% | -9.3% | +13.9% | +5.6% |
| 3M | -1.9% | -21.8% | +19.8% | -0.1% |
| 6M | -15.3% | -22.0% | +6.7% | -14.4% |
| YTD | -21.5% | +11.9% | -33.4% | -25.4% |
| 1Y | -36.6% | +11.6% | -48.2% | -40.0% |
| All | -31.7% | +1.6% | -33.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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