-17.1%
CPRT vs ONTO
+84.2%
-101.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.1% | -12.7% | -2.8% |
| 7D | +6.0% | -14.0% | +20.1% | +7.3% |
| 30D | +20.0% | -43.1% | +63.1% | +26.9% |
| 3M | +10.1% | -35.5% | +45.6% | +13.7% |
| 6M | -4.3% | -41.1% | +36.8% | -2.5% |
| YTD | -18.4% | +9.8% | -28.2% | -27.2% |
| 1Y | -20.1% | +31.5% | -51.6% | -31.5% |
| 3Y | -30.4% | +45.2% | -75.6% | -49.7% |
| All | -17.1% | +84.2% | -101.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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