+415.3%
CPRT vs ROL
+203.4%
+211.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.2% |
| 7D | +0.4% | -3.4% | +3.8% | +2.0% |
| 30D | +9.9% | -6.9% | +16.9% | +13.4% |
| 3M | +5.6% | -24.6% | +30.2% | +19.4% |
| 6M | -13.6% | -39.5% | +25.9% | +7.6% |
| YTD | -16.7% | -41.1% | +24.4% | +4.9% |
| 1Y | -33.1% | -37.9% | +4.8% | -18.0% |
| 3Y | -27.1% | +0.8% | -27.8% | -29.3% |
| 5Y | -9.9% | -4.7% | -5.2% | -12.8% |
| 10Y | +415.3% | +207.9% | +207.4% | +239.1% |
| All | +415.3% | +203.4% | +211.9% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling