+268.6%
RTX vs CPRT
+382.0%
-113.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -1.7% | +4.0% | -5.7% | -3.2% |
| 30D | +7.7% | +18.2% | -10.5% | +1.1% |
| 3M | -10.3% | +9.2% | -19.5% | -14.0% |
| 6M | +14.6% | -4.8% | +19.4% | +15.0% |
| YTD | +10.4% | -17.5% | +27.9% | +16.2% |
| 1Y | +13.5% | -22.0% | +35.5% | +22.1% |
| 3Y | +158.6% | -33.7% | +192.3% | +188.2% |
| 5Y | +147.3% | -15.0% | +162.2% | +139.3% |
| 10Y | +268.6% | +385.2% | -116.5% | +93.3% |
| All | +268.6% | +382.0% | -113.3% | +93.3% |
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 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