+1,115.8%
RSP vs CPRT
+6,014.8%
-4,899.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.2% |
| 7D | -1.0% | +6.0% | -7.1% | -3.3% |
| 30D | +2.6% | +20.0% | -17.4% | -4.6% |
| 3M | -0.8% | +10.1% | -10.9% | -5.3% |
| 6M | +6.3% | -4.3% | +10.6% | +6.3% |
| YTD | +14.1% | -18.4% | +32.5% | +20.8% |
| 1Y | +18.0% | -20.1% | +38.1% | +25.8% |
| 3Y | +61.0% | -30.4% | +91.4% | +78.2% |
| 5Y | +45.6% | -17.0% | +62.6% | +47.7% |
| 10Y | +220.2% | +403.2% | -183.1% | +60.2% |
| All | +1,115.8% | +6,014.8% | -4,899.1% | +195.0% |
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