-28.8%
CPRT vs ROKU
+80.8%
-109.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.6% |
| 7D | -0.4% | -3.0% | +2.6% | -0.1% |
| 30D | +8.2% | +0.7% | +7.5% | +8.2% |
| 3M | +2.3% | +26.5% | -24.2% | -0.6% |
| 6M | -14.7% | +52.6% | -67.4% | -19.1% |
| YTD | -18.2% | +40.9% | -59.1% | -21.9% |
| 1Y | -33.4% | +57.6% | -91.0% | -37.3% |
| All | -28.8% | +80.8% | -109.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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