+267.0%
RTX vs CPRT
+370.9%
-103.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +3.4% | -1.5% | +4.9% | +3.9% |
| 30D | +8.4% | +21.4% | -13.0% | +0.8% |
| 3M | -10.7% | +10.4% | -21.0% | -14.6% |
| 6M | +11.7% | -4.3% | +16.0% | +11.9% |
| YTD | +9.3% | -18.3% | +27.6% | +15.5% |
| 1Y | +13.3% | -22.5% | +35.8% | +22.1% |
| 3Y | +156.1% | -34.3% | +190.5% | +186.4% |
| 5Y | +148.5% | -17.8% | +166.3% | +144.4% |
| All | +267.0% | +370.9% | -103.9% | +91.7% |
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