+56.8%
RGTI vs CPRT
-17.3%
+74.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +2.6% |
| 7D | +0.5% | -11.2% | +11.6% | +9.2% |
| 30D | -17.1% | +3.3% | -20.4% | -20.3% |
| 3M | -26.0% | -3.6% | -22.4% | -26.8% |
| 6M | -9.9% | -15.8% | +5.9% | -0.1% |
| YTD | -31.1% | -23.5% | -7.6% | -17.7% |
| 1Y | -8.5% | -38.8% | +30.2% | +31.5% |
| 3Y | +652.2% | -33.4% | +685.7% | +899.3% |
| All | +56.8% | -17.3% | +74.0% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling