-18.7%
CPRT vs ONON
-10.9%
-7.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -0.4% | -10.0% | +9.6% | +1.6% |
| 30D | +21.2% | -5.3% | +26.4% | +22.2% |
| 3M | +8.3% | +6.5% | +1.8% | +6.7% |
| 6M | -3.4% | -5.0% | +1.6% | -3.3% |
| YTD | -18.7% | -27.6% | +8.9% | -14.9% |
| 1Y | -23.5% | -20.7% | -2.8% | -21.5% |
| 3Y | -34.2% | +26.6% | -60.8% | -41.3% |
| All | -18.7% | -10.9% | -7.7% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling