-36.6%
CPRT vs ROK
+24.9%
-61.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.9% |
| 7D | -8.4% | -1.6% | -6.8% | -8.3% |
| 30D | +4.6% | -5.4% | +10.0% | +5.1% |
| 3M | -1.9% | -4.0% | +2.0% | -2.3% |
| 6M | -15.3% | +13.3% | -28.7% | -18.9% |
| YTD | -21.5% | +9.3% | -30.8% | -23.7% |
| 1Y | -36.6% | +25.8% | -62.4% | -40.5% |
| All | -36.6% | +24.9% | -61.5% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling