-27.1%
CPRT vs OTIS
-10.9%
-16.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | +9.9% | -4.7% | +14.6% | +12.1% |
| 3M | +5.6% | +1.2% | +4.4% | +5.2% |
| 6M | -13.6% | -20.5% | +6.9% | -5.6% |
| YTD | -16.7% | -18.4% | +1.7% | -10.1% |
| 1Y | -33.1% | -18.1% | -15.0% | -28.1% |
| 3Y | -27.1% | -10.6% | -16.5% | -33.0% |
| All | -27.1% | -10.9% | -16.2% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling