-30.4%
CPRT vs O
+37.3%
-67.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | +6.0% | +3.7% | +2.3% | +5.0% |
| 30D | +20.0% | +11.2% | +8.8% | +16.8% |
| 3M | +10.1% | -4.0% | +14.1% | +11.1% |
| 6M | -4.3% | -5.2% | +0.9% | -3.3% |
| YTD | -18.4% | +9.5% | -27.9% | -19.8% |
| 1Y | -20.1% | +10.6% | -30.7% | -21.6% |
| 3Y | -30.4% | +38.1% | -68.5% | -35.8% |
| All | -30.4% | +37.3% | -67.7% | -35.8% |
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