-30.4%
CPRT vs OVV
+34.1%
-64.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | +6.0% | -16.7% | +22.7% | +7.4% |
| 30D | +20.0% | -1.5% | +21.5% | +19.7% |
| 3M | +10.1% | +1.6% | +8.6% | +9.5% |
| 6M | -4.3% | +2.0% | -6.3% | -5.1% |
| YTD | -18.4% | +56.8% | -75.2% | -23.5% |
| 1Y | -20.1% | +64.8% | -84.9% | -25.7% |
| 3Y | -30.4% | +38.3% | -68.7% | -33.5% |
| All | -30.4% | +34.1% | -64.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 3y: compounded portfolio wealth divided by compounded OVV 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…
3y analysis · Full analysis span regression · 6 months rolling