-36.6%
CPRT vs OMC
+5.7%
-42.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | -8.4% | -6.2% | -2.2% | -7.0% |
| 30D | +4.6% | -7.6% | +12.2% | +6.5% |
| 3M | -1.9% | +7.4% | -9.3% | -3.4% |
| 6M | -15.3% | +0.1% | -15.5% | -15.6% |
| YTD | -21.5% | +0.4% | -21.9% | -22.1% |
| 1Y | -36.6% | +7.8% | -44.4% | -37.7% |
| All | -36.6% | +5.7% | -42.3% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling