-5.7%
CPRT vs OUST
-56.2%
+50.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +2.2% | +5.2% | -3.0% | +1.9% |
| 30D | +16.6% | -19.3% | +35.9% | +17.8% |
| 3M | +9.6% | -22.6% | +32.2% | +9.5% |
| 6M | -11.1% | +62.8% | -73.9% | -16.5% |
| YTD | -13.9% | +68.3% | -82.2% | -19.6% |
| 1Y | -32.5% | +28.5% | -61.1% | -36.5% |
| 3Y | -25.0% | +554.0% | -579.1% | -43.8% |
| All | -5.7% | -56.2% | +50.5% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling