+45.4%
RSP vs CPRT
-17.4%
+62.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.2% |
| 7D | -1.0% | +6.0% | -7.1% | -3.1% |
| 30D | +2.6% | +20.0% | -17.4% | -3.8% |
| 3M | -0.8% | +10.1% | -10.9% | -4.9% |
| 6M | +6.3% | -4.3% | +10.6% | +6.7% |
| YTD | +14.1% | -18.4% | +32.5% | +21.6% |
| 1Y | +18.0% | -20.1% | +38.1% | +26.7% |
| 3Y | +61.0% | -30.4% | +91.4% | +77.8% |
| All | +45.4% | -17.4% | +62.8% | +39.2% |
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