+22,034.1%
CPRT vs ROK
+7,535.7%
+14,498.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +16.6% | -3.3% | +19.9% | +17.7% |
| 3M | +9.6% | -5.9% | +15.4% | +10.9% |
| 6M | -11.1% | +13.9% | -25.0% | -15.5% |
| YTD | -13.9% | +12.6% | -26.4% | -18.0% |
| 1Y | -32.5% | +28.6% | -61.1% | -38.5% |
| 3Y | -25.0% | +45.1% | -70.1% | -35.9% |
| 5Y | -7.4% | +45.6% | -53.0% | -21.9% |
| 10Y | +422.0% | +345.0% | +76.9% | +214.3% |
| All | +22,034.1% | +7,535.7% | +14,498.4% | +6,730.4% |
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 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