+14.7%
RTX vs CPRT
-24.7%
+39.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.7% | -3.0% |
| 7D | +1.3% | +12.6% | -11.3% | +0.4% |
| 30D | +7.6% | +18.0% | -10.3% | +6.3% |
| 3M | -8.6% | +11.0% | -19.6% | -9.8% |
| 6M | +15.6% | -2.0% | +17.6% | +14.0% |
| YTD | +9.4% | -16.7% | +26.0% | +5.4% |
| 1Y | +14.7% | -23.9% | +38.5% | +8.3% |
| All | +14.7% | -24.7% | +39.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling