-38.8%
CPRT vs RSG
-1.5%
-37.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | +3.3% | +4.0% | -0.6% | +1.2% |
| 3M | -3.6% | +7.4% | -10.9% | -6.7% |
| 6M | -15.8% | +0.1% | -15.9% | -15.4% |
| YTD | -23.5% | +6.0% | -29.5% | -25.3% |
| 1Y | -38.8% | -3.0% | -35.8% | -36.0% |
| All | -38.8% | -1.5% | -37.3% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling