+374.9%
CPRT vs OMC
+34.2%
+340.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -11.2% | -4.4% | -6.8% | -9.7% |
| 30D | +3.3% | -7.6% | +10.9% | +6.2% |
| 3M | -3.6% | +4.5% | -8.1% | -5.5% |
| 6M | -15.8% | -0.3% | -15.5% | -16.1% |
| YTD | -23.5% | -0.1% | -23.4% | -24.5% |
| 1Y | -38.8% | +4.6% | -43.4% | -40.9% |
| 3Y | -33.4% | +10.5% | -43.9% | -38.6% |
| 5Y | -16.4% | +31.7% | -48.1% | -29.4% |
| All | +374.9% | +34.2% | +340.7% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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