-22.5%
CPRT vs ROP
+8.8%
-31.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.5% | -2.7% | +1.2% | -0.1% |
| 30D | +21.3% | +29.7% | -8.4% | +6.3% |
| 3M | +10.4% | +21.2% | -10.8% | 0.0% |
| 6M | -4.3% | +48.3% | -52.6% | -20.2% |
| YTD | -18.3% | +8.4% | -26.7% | -26.3% |
| 1Y | -22.5% | +6.0% | -28.5% | -30.0% |
| All | -22.5% | +8.8% | -31.3% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling