+267.0%
RTX vs CPRT
+398.2%
-131.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -5.1% | +6.0% | -11.2% | -7.3% |
| 30D | +5.1% | +20.0% | -14.9% | -1.8% |
| 3M | -14.8% | +10.1% | -25.0% | -18.6% |
| 6M | +8.0% | -4.3% | +12.4% | +8.2% |
| YTD | +4.5% | -18.4% | +22.9% | +10.4% |
| 1Y | +9.8% | -20.1% | +29.9% | +16.9% |
| 3Y | +144.2% | -30.4% | +174.6% | +165.8% |
| 5Y | +131.4% | -17.0% | +148.4% | +126.3% |
| All | +267.0% | +398.2% | -131.2% | +93.4% |
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