+54.2%
RGTI vs CPRT
-2.3%
+56.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +2.5% |
| 7D | +0.5% | -11.2% | +11.6% | +8.9% |
| 30D | -17.1% | +3.3% | -20.4% | -20.2% |
| 3M | -26.0% | -3.6% | -22.4% | -26.7% |
| 6M | -9.9% | -15.8% | +5.9% | -0.5% |
| YTD | -31.1% | -23.5% | -7.6% | -18.3% |
| 1Y | -8.5% | -38.8% | +30.2% | +29.5% |
| 3Y | +652.2% | -33.4% | +685.7% | +894.2% |
| 5Y | +56.8% | -16.4% | +73.1% | +58.9% |
| All | +54.2% | -2.3% | +56.5% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling