-24.5%
CPRT vs O
+30.8%
-55.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.2% | -0.7% | +3.0% | +2.4% |
| 30D | +16.6% | -1.9% | +18.5% | +17.2% |
| 3M | +9.6% | +3.8% | +5.7% | +9.0% |
| 6M | -11.1% | -4.7% | -6.4% | -10.2% |
| YTD | -13.9% | +12.5% | -26.3% | -16.0% |
| 1Y | -32.5% | +10.8% | -43.4% | -34.0% |
| All | -24.5% | +30.8% | -55.3% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling