-14.1%
CPRT vs RRX
+14.8%
-28.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.6% |
| 7D | -8.4% | -3.7% | -4.7% | -7.7% |
| 30D | +4.6% | -9.3% | +13.9% | +6.6% |
| 3M | -1.9% | -21.8% | +19.8% | +1.6% |
| 6M | -15.3% | -22.0% | +6.7% | -13.3% |
| YTD | -21.5% | +11.9% | -33.4% | -27.4% |
| 1Y | -36.6% | +11.6% | -48.2% | -41.9% |
| 3Y | -31.2% | +2.2% | -33.4% | -37.2% |
| 5Y | -14.1% | +14.9% | -29.0% | -25.9% |
| All | -14.1% | +14.8% | -28.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling