-16.1%
CPRT vs MOH
-19.7%
+3.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.8% |
| 7D | -11.2% | +1.7% | -12.9% | -11.3% |
| 30D | +3.3% | -0.9% | +4.2% | +3.4% |
| 3M | -3.6% | +5.7% | -9.3% | -4.3% |
| 6M | -15.8% | +39.1% | -54.9% | -18.8% |
| YTD | -23.5% | +17.7% | -41.2% | -25.4% |
| 1Y | -38.8% | +8.4% | -47.1% | -39.9% |
| 3Y | -33.4% | -36.6% | +3.1% | -31.8% |
| All | -16.1% | -19.7% | +3.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling