-29.3%
CPRT vs MOS
-26.7%
-2.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.7% |
| 7D | +9.9% | +22.5% | -12.6% | +8.2% |
| 30D | +21.1% | +6.6% | +14.5% | +20.2% |
| 3M | +12.3% | -3.8% | +16.2% | +12.0% |
| 6M | -2.0% | -2.2% | +0.2% | -2.4% |
| YTD | -17.0% | -4.8% | -12.3% | -17.7% |
| 1Y | -22.5% | -11.7% | -10.8% | -22.6% |
| All | -29.3% | -26.7% | -2.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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