+22,034.1%
CPRT vs OMC
+2,701.3%
+19,332.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.3% |
| 7D | +2.2% | -6.4% | +8.6% | +4.5% |
| 30D | +16.6% | +1.1% | +15.5% | +16.1% |
| 3M | +9.6% | +10.4% | -0.8% | +5.6% |
| 6M | -11.1% | -1.7% | -9.4% | -11.0% |
| YTD | -13.9% | +4.4% | -18.3% | -16.2% |
| 1Y | -32.5% | +8.4% | -41.0% | -35.5% |
| 3Y | -25.0% | +14.4% | -39.4% | -30.8% |
| 5Y | -7.4% | +33.9% | -41.3% | -19.9% |
| 10Y | +422.0% | +34.9% | +387.1% | +330.8% |
| All | +22,034.1% | +2,701.3% | +19,332.8% | +8,239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling