+361.5%
CPRT vs RY
+351.1%
+10.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -0.4% | +0.6% | -0.9% | -0.7% |
| 30D | +21.2% | +5.0% | +16.1% | +17.6% |
| 3M | +8.3% | -5.3% | +13.6% | +11.7% |
| 6M | -3.4% | +13.8% | -17.2% | -11.7% |
| YTD | -18.7% | +21.0% | -39.6% | -28.8% |
| 1Y | -23.5% | +40.5% | -64.0% | -39.4% |
| 3Y | -34.2% | +159.7% | -193.8% | -66.1% |
| 5Y | -18.2% | +124.3% | -142.5% | -53.8% |
| All | +361.5% | +351.1% | +10.4% | +68.3% |
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