+21,102.0%
CPRT vs ROST
+67,288.2%
-46,186.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +4.0% | +3.2% | +0.8% | +3.2% |
| 30D | +18.2% | +7.4% | +10.8% | +16.1% |
| 3M | +9.2% | -6.1% | +15.2% | +10.6% |
| 6M | -4.8% | +6.2% | -11.1% | -6.8% |
| YTD | -17.5% | +33.4% | -50.9% | -24.0% |
| 1Y | -22.0% | +48.8% | -70.8% | -30.3% |
| 3Y | -33.7% | +99.5% | -133.3% | -45.3% |
| 5Y | -15.0% | +112.7% | -127.6% | -32.0% |
| 10Y | +385.2% | +316.4% | +68.7% | +222.6% |
| All | +21,102.0% | +67,288.2% | -46,186.2% | +6,111.5% |
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