+53.9%
RGTI vs CPRT
+4.5%
+49.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.4% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -13.7% | +8.2% | -21.9% | -19.4% |
| 3M | -22.6% | +2.3% | -24.9% | -26.4% |
| 6M | -13.4% | -14.7% | +1.3% | -4.4% |
| YTD | -31.2% | -18.2% | -13.0% | -22.1% |
| 1Y | -7.6% | -33.4% | +25.7% | +22.9% |
| 3Y | +669.7% | -28.3% | +698.0% | +866.4% |
| 5Y | +57.0% | -9.8% | +66.9% | +52.1% |
| All | +53.9% | +4.5% | +49.4% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling