-22.2%
RKT vs CPRT
+37.6%
-59.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | +2.1% | +2.2% | -0.1% | +0.7% |
| 30D | +1.4% | +16.6% | -15.2% | -8.8% |
| 3M | +6.3% | +9.6% | -3.3% | -0.9% |
| 6M | -15.5% | -11.1% | -4.3% | -9.3% |
| YTD | -27.4% | -13.9% | -13.5% | -20.9% |
| 1Y | -26.6% | -32.5% | +5.9% | -5.6% |
| 3Y | +41.2% | -25.0% | +66.3% | +60.9% |
| 5Y | -6.4% | -7.4% | +1.0% | -15.5% |
| All | -22.2% | +37.6% | -59.9% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling