+23.2%
CPRT vs RVMD
+510.7%
-487.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -0.4% | -10.4% | +10.0% | +0.8% |
| 30D | +21.2% | -11.0% | +32.1% | +22.3% |
| 3M | +8.3% | -14.7% | +23.0% | +9.7% |
| 6M | -3.4% | +14.9% | -18.3% | -5.7% |
| YTD | -18.7% | +116.3% | -135.0% | -27.9% |
| 1Y | -23.5% | +167.6% | -191.1% | -34.1% |
| 3Y | -34.2% | +776.8% | -810.9% | -52.8% |
| 5Y | -18.2% | +424.8% | -443.0% | -42.1% |
| All | +23.2% | +510.7% | -487.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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