-15.1%
CPRT vs OMC
+53.9%
-69.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +4.0% | +6.8% | -2.8% | +1.5% |
| 30D | +18.2% | +16.2% | +2.1% | +11.9% |
| 3M | +9.2% | +6.0% | +3.1% | +6.7% |
| 6M | -4.8% | +17.7% | -22.5% | -10.7% |
| YTD | -17.5% | +13.5% | -31.0% | -22.1% |
| 1Y | -22.0% | +27.2% | -49.2% | -29.7% |
| 3Y | -33.7% | +30.4% | -64.1% | -43.4% |
| All | -15.1% | +53.9% | -69.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling