-14.1%
CPRT vs RVMD
+560.0%
-574.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.8% |
| 7D | -8.4% | -3.6% | -4.9% | -8.1% |
| 30D | +4.6% | -1.1% | +5.7% | +4.6% |
| 3M | -1.9% | +41.0% | -43.0% | -5.5% |
| 6M | -15.3% | +105.7% | -121.0% | -22.3% |
| YTD | -21.5% | +155.3% | -176.8% | -30.2% |
| 1Y | -36.6% | +402.7% | -439.3% | -48.5% |
| 3Y | -31.2% | +533.1% | -564.3% | -47.6% |
| 5Y | -14.1% | +583.5% | -597.7% | -40.5% |
| All | -14.1% | +560.0% | -574.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling