+374.9%
CPRT vs RSG
+428.9%
-54.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.1% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | +3.3% | +4.0% | -0.6% | +0.8% |
| 3M | -3.6% | +7.4% | -10.9% | -7.9% |
| 6M | -15.8% | +0.1% | -15.9% | -16.2% |
| YTD | -23.5% | +6.0% | -29.5% | -26.6% |
| 1Y | -38.8% | -3.0% | -35.8% | -37.9% |
| 3Y | -33.4% | +56.5% | -89.9% | -51.9% |
| 5Y | -16.4% | +90.9% | -107.3% | -48.4% |
| All | +374.9% | +428.9% | -54.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling