-27.1%
CPRT vs OMC
+12.9%
-39.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.8% |
| 7D | +0.4% | -5.8% | +6.2% | +2.1% |
| 30D | +9.9% | -4.8% | +14.7% | +11.4% |
| 3M | +5.6% | +9.2% | -3.6% | +2.9% |
| 6M | -13.6% | -2.5% | -11.1% | -13.4% |
| YTD | -16.7% | +2.6% | -19.3% | -17.8% |
| 1Y | -33.1% | +5.9% | -39.1% | -34.8% |
| 3Y | -27.1% | +14.2% | -41.2% | -36.2% |
| All | -27.1% | +12.9% | -39.9% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling