+19,518.9%
CPRT vs O
+5,387.7%
+14,131.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.2% | -0.7% | +3.0% | +2.5% |
| 30D | +16.6% | -1.9% | +18.5% | +17.4% |
| 3M | +9.6% | +3.8% | +5.7% | +8.3% |
| 6M | -11.1% | -4.7% | -6.4% | -9.8% |
| YTD | -13.9% | +12.5% | -26.3% | -17.2% |
| 1Y | -32.5% | +10.8% | -43.4% | -34.9% |
| 3Y | -25.0% | +28.8% | -53.8% | -31.9% |
| 5Y | -7.4% | +13.2% | -20.6% | -12.4% |
| 10Y | +422.0% | +53.5% | +368.5% | +330.5% |
| All | +19,518.9% | +5,387.7% | +14,131.2% | +5,241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling