+5,434.3%
CPRT vs MOH
+1,286.6%
+4,147.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -0.4% | -4.2% | +3.8% | +0.2% |
| 30D | +8.2% | -2.4% | +10.6% | +8.5% |
| 3M | +2.3% | -4.4% | +6.7% | +2.6% |
| 6M | -14.7% | +32.9% | -47.7% | -18.6% |
| YTD | -18.2% | +11.9% | -30.1% | -20.8% |
| 1Y | -33.4% | +6.9% | -40.3% | -35.4% |
| 3Y | -28.3% | -39.4% | +11.1% | -26.6% |
| 5Y | -9.8% | -25.0% | +15.1% | -11.2% |
| 10Y | +412.4% | +244.9% | +167.5% | +295.4% |
| All | +5,434.3% | +1,286.6% | +4,147.7% | +3,167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling