+376.0%
CPRT vs ROST
+321.2%
+54.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | +21.5% | +6.8% | +14.7% | +18.5% |
| 3M | +9.4% | -4.0% | +13.4% | +10.7% |
| 6M | -3.3% | +12.9% | -16.2% | -8.5% |
| YTD | -17.8% | +34.7% | -52.6% | -27.8% |
| 1Y | -22.2% | +49.5% | -71.7% | -34.5% |
| 3Y | -34.0% | +101.5% | -135.5% | -51.0% |
| 5Y | -15.4% | +120.7% | -136.1% | -41.0% |
| 10Y | +376.0% | +317.8% | +58.1% | +175.3% |
| All | +376.0% | +321.2% | +54.8% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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