-28.8%
CPRT vs ONON
-10.5%
-18.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.5% |
| 7D | -0.4% | -3.5% | +3.0% | +0.1% |
| 30D | +8.2% | -30.8% | +39.0% | +13.8% |
| 3M | +2.3% | -29.8% | +32.1% | +7.2% |
| 6M | -14.7% | -34.8% | +20.1% | -10.0% |
| YTD | -18.2% | -42.3% | +24.1% | -12.3% |
| 1Y | -33.4% | -39.5% | +6.2% | -29.2% |
| All | -28.8% | -10.5% | -18.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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