-24.4%
CPRT vs ROL
+7.0%
-31.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.8% |
| 30D | +16.6% | -4.1% | +20.7% | +18.4% |
| 3M | +9.6% | -22.5% | +32.1% | +20.8% |
| 6M | -11.1% | -37.7% | +26.5% | +6.5% |
| YTD | -13.9% | -39.6% | +25.7% | +4.6% |
| 1Y | -32.5% | -36.0% | +3.5% | -19.9% |
| All | -24.4% | +7.0% | -31.4% | -23.5% |
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