+20,793.5%
CPRT vs ROST
+65,237.9%
-44,444.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | +21.2% | +0.5% | +20.7% | +21.0% |
| 3M | +8.3% | -5.2% | +13.5% | +9.5% |
| 6M | -3.4% | +9.8% | -13.2% | -6.2% |
| YTD | -18.7% | +29.4% | -48.1% | -24.5% |
| 1Y | -23.5% | +44.4% | -67.9% | -31.1% |
| 3Y | -34.2% | +95.0% | -129.2% | -45.3% |
| 5Y | -18.2% | +111.9% | -130.1% | -34.4% |
| 10Y | +370.9% | +301.2% | +69.7% | +216.0% |
| All | +20,793.5% | +65,237.9% | -44,444.4% | +6,068.7% |
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