-24.1%
RKT vs CPRT
+30.6%
-54.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.7% |
| 7D | -7.5% | -1.5% | -6.0% | -6.6% |
| 30D | +26.6% | +21.3% | +5.3% | +11.7% |
| 3M | -2.4% | +10.4% | -12.8% | -9.1% |
| 6M | -7.4% | -4.3% | -3.0% | -5.6% |
| YTD | -29.2% | -18.3% | -10.9% | -20.2% |
| 1Y | -23.5% | -22.5% | -1.0% | -10.8% |
| 3Y | +73.9% | -34.3% | +108.3% | +117.7% |
| 5Y | -6.6% | -17.8% | +11.2% | -9.5% |
| All | -24.1% | +30.6% | -54.7% | -59.3% |
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