-20.1%
CPRT vs OUST
+32.6%
-52.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -0.9% |
| 7D | +6.0% | +17.0% | -11.0% | +7.1% |
| 30D | +20.0% | -16.5% | +36.5% | +19.3% |
| 3M | +10.1% | -23.7% | +33.8% | +9.3% |
| 6M | -4.3% | +18.4% | -22.7% | -4.0% |
| YTD | -18.4% | +60.8% | -79.2% | -19.0% |
| 1Y | -20.1% | +44.2% | -64.3% | -20.9% |
| All | -20.1% | +32.6% | -52.6% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling