-25.7%
RKT vs CPRT
+30.7%
-56.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -1.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | -2.4% | +8.2% | -10.6% | -7.8% |
| 3M | +1.9% | +2.3% | -0.4% | -0.5% |
| 6M | -13.9% | -14.7% | +0.9% | -5.1% |
| YTD | -30.6% | -18.2% | -12.4% | -21.8% |
| 1Y | -34.4% | -33.4% | -1.0% | -14.9% |
| 3Y | +38.2% | -28.3% | +66.5% | +62.2% |
| 5Y | -9.7% | -9.8% | +0.2% | -16.7% |
| All | -25.7% | +30.7% | -56.4% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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