-38.8%
CPRT vs OTIS
-19.7%
-19.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.3% |
| 7D | -11.2% | -3.0% | -8.2% | -10.1% |
| 30D | +3.3% | -6.0% | +9.3% | +5.8% |
| 3M | -3.6% | -0.9% | -2.7% | -2.8% |
| 6M | -15.8% | -17.3% | +1.6% | -10.9% |
| YTD | -23.5% | -19.6% | -3.9% | -18.4% |
| 1Y | -38.8% | -21.0% | -17.7% | -35.2% |
| All | -38.8% | -19.7% | -19.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling