-14.1%
CPRT vs OMC
+31.0%
-45.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.5% |
| 7D | -8.4% | -6.2% | -2.2% | -6.3% |
| 30D | +4.6% | -7.6% | +12.2% | +7.4% |
| 3M | -1.9% | +7.4% | -9.3% | -4.8% |
| 6M | -15.3% | +0.1% | -15.5% | -15.8% |
| YTD | -21.5% | +0.4% | -21.9% | -22.5% |
| 1Y | -36.6% | +7.8% | -44.4% | -39.5% |
| 3Y | -31.2% | +11.8% | -43.0% | -37.6% |
| 5Y | -14.1% | +32.5% | -46.6% | -31.3% |
| All | -14.1% | +31.0% | -45.1% | -31.3% |
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