-68.1%
RGTI vs CPRT
-24.7%
-43.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +1.3% |
| 7D | -9.6% | +12.6% | -22.2% | -9.3% |
| 30D | -26.0% | +18.0% | -44.0% | -26.0% |
| 3M | -35.8% | +11.0% | -46.7% | -36.2% |
| 6M | -36.7% | -2.0% | -34.7% | -34.8% |
| YTD | -49.4% | -16.7% | -32.7% | -48.3% |
| 1Y | -68.1% | -23.9% | -44.3% | -70.5% |
| All | -68.1% | -24.7% | -43.4% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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