-17.8%
CPRT vs OVV
+101.5%
-119.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.7% |
| 7D | -1.5% | +6.5% | -8.0% | -2.1% |
| 30D | +21.4% | -2.7% | +24.0% | +21.4% |
| 3M | +10.4% | +3.1% | +7.2% | +9.7% |
| 6M | -4.3% | +12.8% | -17.1% | -6.0% |
| YTD | -18.3% | +68.1% | -86.4% | -23.7% |
| 1Y | -22.5% | +73.6% | -96.1% | -28.0% |
| 3Y | -34.3% | +57.6% | -91.9% | -39.3% |
| 5Y | -17.8% | +104.5% | -122.3% | -29.4% |
| All | -17.8% | +101.5% | -119.3% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling