-33.8%
CPRT vs RVMD
+802.0%
-835.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | -1.5% | -0.7% | -0.7% | -1.5% |
| 30D | +21.4% | -6.4% | +27.8% | +21.5% |
| 3M | +10.4% | -14.1% | +24.5% | +10.9% |
| 6M | -4.3% | +21.0% | -25.3% | -5.8% |
| YTD | -18.3% | +121.4% | -139.7% | -23.6% |
| 1Y | -22.5% | +167.9% | -190.4% | -29.0% |
| All | -33.8% | +802.0% | -835.8% | -48.3% |
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