-30.5%
CPRT vs ROL
+5.5%
-36.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.7% |
| 7D | +1.6% | +7.5% | -5.9% | -1.5% |
| 30D | +18.8% | +21.1% | -2.4% | +9.5% |
| 3M | +9.4% | +3.1% | +6.3% | +7.6% |
| 6M | -4.4% | -27.4% | +23.0% | +8.1% |
| YTD | -17.1% | -34.7% | +17.6% | -2.0% |
| 1Y | -19.9% | -32.9% | +13.0% | -6.4% |
| 3Y | -30.5% | +6.1% | -36.6% | -36.1% |
| All | -30.5% | +5.5% | -36.0% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling