-23.9%
CPRT vs ROL
-34.1%
+10.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.3% | +3.7% |
| 7D | +12.6% | +14.6% | -1.9% | +5.5% |
| 30D | +18.0% | +29.3% | -11.3% | +4.8% |
| 3M | +11.0% | +2.0% | +9.0% | +9.4% |
| 6M | -2.0% | -28.5% | +26.5% | +12.9% |
| YTD | -16.7% | -35.3% | +18.6% | +2.1% |
| 1Y | -23.9% | -34.7% | +10.8% | -7.6% |
| All | -23.9% | -34.1% | +10.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling