-27.6%
CPRT vs RVMD
+548.5%
-576.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.3% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +9.9% | +1.1% | +8.9% | +9.8% |
| 3M | +5.6% | +39.6% | -34.0% | +3.8% |
| 6M | -13.6% | +110.7% | -124.3% | -17.4% |
| YTD | -16.7% | +160.3% | -177.0% | -21.6% |
| 1Y | -33.1% | +404.9% | -438.0% | -40.3% |
| All | -27.6% | +548.5% | -576.0% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling