-5.7%
CPRT vs COO
-38.8%
+33.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +2.2% | -2.2% | +4.4% | +3.0% |
| 30D | +16.6% | -7.0% | +23.7% | +19.6% |
| 3M | +9.6% | +12.2% | -2.6% | +4.9% |
| 6M | -11.1% | -15.1% | +4.0% | -6.2% |
| YTD | -13.9% | -15.1% | +1.2% | -9.0% |
| 1Y | -32.5% | +2.3% | -34.9% | -33.7% |
| 3Y | -25.0% | -23.7% | -1.4% | -20.9% |
| All | -5.7% | -38.8% | +33.1% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling