-30.5%
CPRT vs RVTY
+90.0%
-120.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.1% | +0.9% |
| 7D | +1.6% | +6.0% | -4.4% | +0.4% |
| 30D | +18.8% | +4.3% | +14.5% | +17.5% |
| 3M | +9.4% | +40.2% | -30.8% | +1.5% |
| 6M | -4.4% | +59.3% | -63.7% | -13.9% |
| YTD | -17.1% | +66.5% | -83.6% | -26.2% |
| 1Y | -19.9% | +77.5% | -97.4% | -29.7% |
| 3Y | -30.5% | +92.5% | -123.0% | -39.4% |
| All | -30.5% | +90.0% | -120.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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