-17.1%
CPRT vs RVTY
-7.4%
-9.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.4% |
| 7D | +6.0% | -1.2% | +7.2% | +6.0% |
| 30D | +20.0% | +1.0% | +19.0% | +19.1% |
| 3M | +10.1% | +35.8% | -25.7% | +0.1% |
| 6M | -4.3% | +56.7% | -61.0% | -17.0% |
| YTD | -18.4% | +60.7% | -79.1% | -30.2% |
| 1Y | -20.1% | +73.7% | -93.8% | -33.4% |
| 3Y | -30.4% | +82.8% | -113.2% | -46.0% |
| All | -17.1% | -7.4% | -9.7% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling