+415.3%
CPRT vs ROP
+134.1%
+281.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -1.5% |
| 7D | +0.4% | -5.4% | +5.8% | +3.9% |
| 30D | +9.9% | -1.6% | +11.6% | +11.1% |
| 3M | +5.6% | +18.8% | -13.2% | -5.4% |
| 6M | -13.6% | +8.2% | -21.8% | -18.3% |
| YTD | -16.7% | -10.5% | -6.2% | -11.8% |
| 1Y | -33.1% | -23.7% | -9.4% | -21.7% |
| 3Y | -27.1% | -17.9% | -9.2% | -19.6% |
| 5Y | -9.9% | -15.3% | +5.5% | -3.3% |
| 10Y | +415.3% | +133.4% | +281.9% | +216.1% |
| All | +415.3% | +134.1% | +281.2% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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