+22,034.1%
CPRT vs ROST
+64,833.2%
-42,799.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +16.6% | -8.9% | +25.5% | +19.3% |
| 3M | +9.6% | -0.8% | +10.4% | +9.6% |
| 6M | -11.1% | +8.5% | -19.6% | -13.4% |
| YTD | -13.9% | +28.6% | -42.5% | -19.8% |
| 1Y | -32.5% | +52.3% | -84.9% | -40.0% |
| 3Y | -25.0% | +94.8% | -119.9% | -37.6% |
| 5Y | -7.4% | +110.8% | -118.1% | -25.6% |
| 10Y | +422.0% | +304.5% | +117.4% | +250.2% |
| All | +22,034.1% | +64,833.2% | -42,799.1% | +6,452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling