+12.8%
CPRT vs OUST
-68.5%
+81.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | 0.0% |
| 7D | +9.9% | -5.0% | +15.0% | +10.1% |
| 30D | +21.1% | -32.0% | +53.1% | +23.1% |
| 3M | +12.3% | -32.4% | +44.7% | +14.0% |
| 6M | -2.0% | +6.7% | -8.7% | -5.4% |
| YTD | -17.0% | +41.0% | -58.1% | -22.0% |
| 1Y | -22.5% | +18.0% | -40.5% | -26.4% |
| 3Y | -29.3% | +560.6% | -589.9% | -46.4% |
| 5Y | -15.6% | -55.1% | +39.5% | -23.9% |
| All | +12.8% | -68.5% | +81.3% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling