+386.7%
CPRT vs ROP
+189.6%
+197.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | +1.6% | -1.6% | +3.3% | +2.7% |
| 30D | +18.8% | +29.5% | -10.8% | +0.9% |
| 3M | +9.4% | +17.5% | -8.1% | -1.3% |
| 6M | -4.4% | +38.1% | -42.5% | -22.4% |
| YTD | -17.1% | +7.0% | -24.1% | -21.6% |
| 1Y | -19.9% | +6.5% | -26.4% | -24.1% |
| 3Y | -30.5% | -5.5% | -25.0% | -29.9% |
| 5Y | -15.9% | -0.4% | -15.5% | -18.7% |
| 10Y | +386.7% | +183.6% | +203.1% | +178.1% |
| All | +386.7% | +189.6% | +197.1% | +178.1% |
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