-9.8%
CPRT vs OTIS
-17.1%
+7.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.9% |
| 30D | +8.2% | -4.3% | +12.6% | +10.9% |
| 3M | +2.3% | -2.2% | +4.5% | +3.6% |
| 6M | -14.7% | -19.9% | +5.2% | -3.7% |
| YTD | -18.2% | -19.3% | +1.1% | -8.3% |
| 1Y | -33.4% | -19.6% | -13.8% | -25.4% |
| 3Y | -28.3% | -11.5% | -16.8% | -28.5% |
| 5Y | -9.8% | -16.8% | +6.9% | -8.0% |
| All | -9.8% | -17.1% | +7.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling