+21,102.0%
CPRT vs OMC
+2,943.2%
+18,158.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +4.0% | +6.8% | -2.8% | +1.7% |
| 30D | +18.2% | +16.2% | +2.1% | +12.5% |
| 3M | +9.2% | +6.0% | +3.1% | +7.0% |
| 6M | -4.8% | +17.7% | -22.5% | -10.2% |
| YTD | -17.5% | +13.5% | -31.0% | -21.9% |
| 1Y | -22.0% | +27.2% | -49.2% | -29.2% |
| 3Y | -33.7% | +30.4% | -64.1% | -41.4% |
| 5Y | -15.0% | +53.5% | -68.5% | -29.7% |
| 10Y | +385.2% | +57.0% | +328.2% | +281.2% |
| All | +21,102.0% | +2,943.2% | +18,158.8% | +7,674.9% |
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 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