-23.9%
CPRT vs COO
-7.7%
-16.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.9% | -0.9% | +2.7% |
| 7D | +12.6% | +8.4% | +4.2% | +9.3% |
| 30D | +18.0% | +13.5% | +4.5% | +12.7% |
| 3M | +11.0% | -13.8% | +24.7% | +15.8% |
| 6M | -2.0% | +4.7% | -6.7% | -4.0% |
| YTD | -16.7% | -21.4% | +4.7% | -11.4% |
| 1Y | -23.9% | -6.7% | -17.1% | -19.7% |
| All | -23.9% | -7.7% | -16.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling