-18.7%
CPRT vs OTIS
-0.9%
-17.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -1.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.4% |
| 30D | +21.2% | +12.8% | +8.4% | +13.3% |
| 3M | +8.3% | +7.4% | +0.9% | +4.1% |
| 6M | -3.4% | +7.7% | -11.1% | -7.4% |
| YTD | -18.7% | -9.3% | -9.4% | -14.7% |
| 1Y | -23.5% | -12.1% | -11.4% | -18.3% |
| 3Y | -34.2% | +0.6% | -34.8% | -39.3% |
| All | -18.7% | -0.9% | -17.7% | -27.1% |
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