+293.4%
CPRT vs ROKU
+884.7%
-591.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | +16.6% | +5.9% | +10.8% | +15.8% |
| 3M | +9.6% | +23.9% | -14.3% | +6.5% |
| 6M | -11.1% | +59.6% | -70.7% | -16.4% |
| YTD | -13.9% | +43.4% | -57.3% | -18.1% |
| 1Y | -32.5% | +60.2% | -92.7% | -36.8% |
| 3Y | -25.0% | +90.4% | -115.4% | -34.0% |
| 5Y | -7.4% | -54.5% | +47.2% | -11.1% |
| All | +293.4% | +884.7% | -591.4% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling