+213.2%
RSP vs CPRT
+382.0%
-168.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.2% |
| 7D | +0.7% | +4.0% | -3.3% | -0.8% |
| 30D | +3.7% | +18.2% | -14.5% | -3.3% |
| 3M | +0.7% | +9.2% | -8.5% | -3.8% |
| 6M | +9.0% | -4.8% | +13.9% | +9.5% |
| YTD | +16.7% | -17.5% | +34.2% | +23.9% |
| 1Y | +19.0% | -22.0% | +41.0% | +29.3% |
| 3Y | +64.7% | -33.7% | +98.4% | +88.2% |
| 5Y | +49.6% | -15.0% | +64.6% | +48.4% |
| 10Y | +213.2% | +385.2% | -172.0% | +67.1% |
| All | +213.2% | +382.0% | -168.8% | +67.1% |
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