-16.0%
RKT vs CPRT
+32.5%
-48.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.2% |
| 7D | +10.3% | +1.6% | +8.7% | +9.2% |
| 30D | +32.3% | +18.8% | +13.5% | +18.4% |
| 3M | +10.7% | +9.4% | +1.3% | +3.7% |
| 6M | -3.2% | -4.4% | +1.2% | -1.2% |
| YTD | -21.5% | -17.1% | -4.4% | -12.4% |
| 1Y | -6.0% | -19.9% | +13.9% | +7.2% |
| 3Y | +104.2% | -30.5% | +134.7% | +144.9% |
| 5Y | +2.5% | -15.9% | +18.4% | -2.1% |
| All | -16.0% | +32.5% | -48.4% | -55.4% |
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