+61.0%
RSP vs CPRT
-30.7%
+91.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -1.0% | +6.0% | -7.1% | -2.4% |
| 30D | +2.6% | +20.0% | -17.4% | -1.6% |
| 3M | -0.8% | +10.1% | -10.9% | -3.5% |
| 6M | +6.3% | -4.3% | +10.6% | +6.9% |
| YTD | +14.1% | -18.4% | +32.5% | +20.0% |
| 1Y | +18.0% | -20.1% | +38.1% | +24.8% |
| 3Y | +61.0% | -30.4% | +91.4% | +77.1% |
| All | +61.0% | -30.7% | +91.7% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling