+20,793.5%
CPRT vs ROK
+6,983.9%
+13,809.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | +7.1% | -7.5% | -2.4% |
| 30D | +21.2% | -5.0% | +26.1% | +22.3% |
| 3M | +8.3% | -9.4% | +17.7% | +10.7% |
| 6M | -3.4% | -11.0% | +7.6% | -1.4% |
| YTD | -18.7% | +4.4% | -23.1% | -21.4% |
| 1Y | -23.5% | +7.4% | -30.9% | -26.8% |
| 3Y | -34.2% | +61.0% | -95.1% | -45.8% |
| 5Y | -18.2% | +30.4% | -48.6% | -29.2% |
| 10Y | +370.9% | +264.8% | +106.2% | +197.9% |
| All | +20,793.5% | +6,983.9% | +13,809.6% | +6,446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling