+14,912.8%
CPRT vs RSG
+2,015.2%
+12,897.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +16.6% | +7.6% | +9.1% | +14.2% |
| 3M | +9.6% | +7.4% | +2.2% | +7.4% |
| 6M | -11.1% | -3.3% | -7.9% | -10.4% |
| YTD | -13.9% | +6.0% | -19.9% | -15.4% |
| 1Y | -32.5% | -3.7% | -28.9% | -31.9% |
| 3Y | -25.0% | +59.1% | -84.1% | -34.6% |
| 5Y | -7.4% | +89.0% | -96.4% | -23.1% |
| 10Y | +422.0% | +412.5% | +9.5% | +239.8% |
| All | +14,912.8% | +2,015.2% | +12,897.5% | +7,820.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling