-9.9%
CPRT vs RVTY
-32.1%
+22.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +9.9% | +10.8% | -0.9% | +6.6% |
| 3M | +5.6% | +26.8% | -21.1% | -1.8% |
| 6M | -13.6% | +39.3% | -52.9% | -22.4% |
| YTD | -16.7% | +31.6% | -48.3% | -24.0% |
| 1Y | -33.1% | +47.7% | -80.8% | -41.4% |
| 3Y | -27.1% | +19.9% | -47.0% | -34.3% |
| 5Y | -9.9% | -32.3% | +22.5% | +4.7% |
| All | -9.9% | -32.1% | +22.2% | +4.7% |
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