+19.7%
CPRT vs OSCR
-11.8%
+31.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.0% | -1.5% |
| 7D | -0.4% | +4.7% | -5.1% | -0.8% |
| 30D | +8.2% | +14.8% | -6.5% | +7.1% |
| 3M | +2.3% | +16.7% | -14.4% | +0.9% |
| 6M | -14.7% | +127.5% | -142.3% | -20.2% |
| YTD | -18.2% | +121.0% | -139.2% | -23.4% |
| 1Y | -33.4% | +58.4% | -91.8% | -36.5% |
| 3Y | -28.3% | +392.4% | -420.7% | -41.5% |
| 5Y | -9.8% | +80.5% | -90.3% | -27.2% |
| All | +19.7% | -11.8% | +31.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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