+412.4%
CPRT vs ROK
+343.9%
+68.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +8.2% | -1.8% | +10.0% | +9.0% |
| 3M | +2.3% | -7.2% | +9.5% | +4.5% |
| 6M | -14.7% | +14.2% | -28.9% | -20.8% |
| YTD | -18.2% | +10.6% | -28.8% | -23.3% |
| 1Y | -33.4% | +25.9% | -59.3% | -41.2% |
| 3Y | -28.3% | +50.8% | -79.1% | -44.1% |
| 5Y | -9.8% | +47.0% | -56.9% | -30.8% |
| 10Y | +412.4% | +354.9% | +57.5% | +141.2% |
| All | +412.4% | +343.9% | +68.4% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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