-25.4%
CPRT vs COO
-23.4%
-2.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +2.2% | -2.2% | +4.4% | +2.7% |
| 30D | +16.6% | -7.0% | +23.7% | +18.5% |
| 3M | +9.6% | +12.2% | -2.6% | +6.8% |
| 6M | -11.1% | -15.1% | +4.0% | -8.3% |
| YTD | -13.9% | -15.1% | +1.2% | -11.2% |
| 1Y | -32.5% | +2.3% | -34.9% | -32.9% |
| All | -25.4% | -23.4% | -2.0% | -26.3% |
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