+22,034.1%
CPRT vs ROP
+6,375.2%
+15,658.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.5% |
| 7D | +2.2% | -4.4% | +6.7% | +3.7% |
| 30D | +16.6% | +3.2% | +13.4% | +15.5% |
| 3M | +9.6% | +23.1% | -13.5% | +2.7% |
| 6M | -11.1% | +13.3% | -24.4% | -14.7% |
| YTD | -13.9% | -7.9% | -6.0% | -12.1% |
| 1Y | -32.5% | -22.1% | -10.5% | -27.5% |
| 3Y | -25.0% | -16.8% | -8.2% | -21.1% |
| 5Y | -7.4% | -13.5% | +6.1% | -3.5% |
| 10Y | +422.0% | +137.7% | +284.3% | +315.3% |
| All | +22,034.1% | +6,375.2% | +15,658.9% | +9,414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling