-27.1%
CPRT vs ROK
+48.7%
-75.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | +0.4% | +2.8% | -2.4% | -0.2% |
| 30D | +9.9% | -2.4% | +12.3% | +10.5% |
| 3M | +5.6% | -4.7% | +10.3% | +6.2% |
| 6M | -13.6% | +16.8% | -30.4% | -18.0% |
| YTD | -16.7% | +11.4% | -28.1% | -20.1% |
| 1Y | -33.1% | +26.2% | -59.3% | -38.1% |
| 3Y | -27.1% | +51.9% | -78.9% | -37.4% |
| All | -27.1% | +48.7% | -75.7% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling