-8.5%
RGTI vs CPRT
-38.3%
+29.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.6% |
| 7D | +0.5% | -11.2% | +11.6% | 0.0% |
| 30D | -17.1% | +3.3% | -20.4% | -17.2% |
| 3M | -26.0% | -3.6% | -22.4% | -25.8% |
| 6M | -9.9% | -15.8% | +5.9% | -8.4% |
| YTD | -31.1% | -23.5% | -7.6% | -31.7% |
| 1Y | -8.5% | -38.8% | +30.2% | -19.9% |
| All | -8.5% | -38.3% | +29.8% | -19.9% |
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