+30.5%
CPRT vs RVMD
+644.5%
-614.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +16.6% | +6.4% | +10.2% | +15.8% |
| 3M | +9.6% | +34.9% | -25.3% | +5.6% |
| 6M | -11.1% | +107.6% | -118.7% | -19.5% |
| YTD | -13.9% | +163.7% | -177.5% | -24.9% |
| 1Y | -32.5% | +439.2% | -471.7% | -46.8% |
| 3Y | -25.0% | +499.2% | -524.2% | -43.9% |
| 5Y | -7.4% | +621.7% | -629.1% | -36.9% |
| All | +30.5% | +644.5% | -614.0% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling