-23.9%
CPRT vs MOH
+53.5%
-77.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.9% | -3.9% | +4.7% |
| 7D | +12.6% | +14.3% | -1.7% | +12.2% |
| 30D | +18.0% | +16.7% | +1.3% | +17.6% |
| 3M | +11.0% | +18.3% | -7.4% | +10.7% |
| 6M | -2.0% | +15.8% | -17.8% | -2.3% |
| YTD | -16.7% | +30.5% | -47.2% | -15.2% |
| 1Y | -23.9% | +49.3% | -73.1% | -21.3% |
| All | -23.9% | +53.5% | -77.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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