-22.0%
CPRT vs RY
+41.3%
-63.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | +18.2% | +6.1% | +12.1% | +18.2% |
| 3M | +9.2% | -3.4% | +12.5% | +9.1% |
| 6M | -4.8% | +12.8% | -17.6% | -7.4% |
| YTD | -17.5% | +21.0% | -38.5% | -20.7% |
| 1Y | -22.0% | +40.5% | -62.5% | -25.7% |
| All | -22.0% | +41.3% | -63.3% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling