-33.4%
CPRT vs ROST
+51.1%
-84.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.6% |
| 7D | -0.4% | -2.2% | +1.8% | -0.2% |
| 30D | +8.2% | -11.4% | +19.7% | +9.7% |
| 3M | +2.3% | -1.6% | +3.9% | +2.2% |
| 6M | -14.7% | +6.8% | -21.6% | -15.5% |
| YTD | -18.2% | +25.8% | -44.0% | -20.5% |
| 1Y | -33.4% | +52.4% | -85.8% | -37.4% |
| All | -33.4% | +51.1% | -84.5% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling