-34.2%
CPRT vs COO
-24.0%
-10.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | -0.4% | +0.5% | -0.8% | -0.5% |
| 30D | +21.2% | +14.2% | +7.0% | +17.4% |
| 3M | +8.3% | -18.2% | +26.5% | +12.9% |
| 6M | -3.4% | +5.3% | -8.7% | -4.6% |
| YTD | -18.7% | -23.6% | +4.9% | -14.5% |
| 1Y | -23.5% | -12.7% | -10.8% | -21.5% |
| 3Y | -34.2% | -24.2% | -10.0% | -33.1% |
| All | -34.2% | -24.0% | -10.1% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling