-36.6%
CPRT vs RVMD
+396.9%
-433.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -4.0% |
| 7D | -8.4% | -3.6% | -4.9% | -8.5% |
| 30D | +4.6% | -1.1% | +5.7% | +4.6% |
| 3M | -1.9% | +41.0% | -43.0% | -2.2% |
| 6M | -15.3% | +105.7% | -121.0% | -16.2% |
| YTD | -21.5% | +155.3% | -176.8% | -21.1% |
| 1Y | -36.6% | +402.7% | -439.3% | -37.9% |
| All | -36.6% | +396.9% | -433.6% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling