+412.4%
CPRT vs O
+49.9%
+362.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.1% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | +8.2% | -2.4% | +10.7% | +9.3% |
| 3M | +2.3% | -0.6% | +2.9% | +2.7% |
| 6M | -14.7% | -5.0% | -9.8% | -13.1% |
| YTD | -18.2% | +10.4% | -28.6% | -21.6% |
| 1Y | -33.4% | +6.6% | -39.9% | -35.3% |
| 3Y | -28.3% | +28.4% | -56.7% | -36.5% |
| 5Y | -9.8% | +15.3% | -25.1% | -16.7% |
| 10Y | +412.4% | +55.3% | +357.1% | +322.2% |
| All | +412.4% | +49.9% | +362.5% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling