-15.0%
CPRT vs ROK
+29.0%
-44.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | +4.0% | -11.0% | +15.0% | +7.3% |
| 30D | +18.2% | -8.2% | +26.4% | +20.5% |
| 3M | +9.2% | -8.5% | +17.6% | +11.2% |
| 6M | -4.8% | -12.0% | +7.1% | -2.7% |
| YTD | -17.5% | +3.1% | -20.6% | -20.9% |
| 1Y | -22.0% | +2.9% | -24.9% | -25.3% |
| 3Y | -33.7% | +60.7% | -94.4% | -49.4% |
| 5Y | -15.0% | +29.5% | -44.5% | -26.4% |
| All | -15.0% | +29.0% | -44.0% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling