+427.4%
CPRT vs RY
+371.9%
+55.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +2.2% | +3.1% | -0.9% | +0.3% |
| 30D | +16.6% | -0.3% | +17.0% | +16.7% |
| 3M | +9.6% | +8.7% | +0.9% | +3.4% |
| 6M | -11.1% | +28.5% | -39.7% | -24.9% |
| YTD | -13.9% | +25.1% | -39.0% | -26.1% |
| 1Y | -32.5% | +46.3% | -78.8% | -47.8% |
| 3Y | -25.0% | +154.9% | -180.0% | -60.8% |
| 5Y | -7.4% | +140.3% | -147.7% | -50.0% |
| All | +427.4% | +371.9% | +55.5% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling