+10.9%
CPRT vs OUST
-64.1%
+75.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.3% |
| 7D | +6.0% | +17.0% | -11.0% | +5.1% |
| 30D | +20.0% | -16.5% | +36.5% | +20.7% |
| 3M | +10.1% | -23.7% | +33.8% | +11.0% |
| 6M | -4.3% | +18.4% | -22.7% | -8.0% |
| YTD | -18.4% | +60.8% | -79.2% | -23.8% |
| 1Y | -20.1% | +44.2% | -64.3% | -25.0% |
| 3Y | -30.4% | +668.1% | -698.5% | -47.7% |
| 5Y | -17.0% | -48.8% | +31.9% | -25.7% |
| All | +10.9% | -64.1% | +75.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling