+4.0%
CPRT vs OWL
+22.7%
-18.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.1% |
| 7D | -8.4% | -11.9% | +3.5% | -5.8% |
| 30D | +4.6% | -13.7% | +18.3% | +7.9% |
| 3M | -1.9% | +12.3% | -14.2% | -5.0% |
| 6M | -15.3% | +15.0% | -30.3% | -18.9% |
| YTD | -21.5% | -25.7% | +4.3% | -17.2% |
| 1Y | -36.6% | -39.5% | +2.9% | -30.3% |
| 3Y | -31.2% | +0.9% | -32.1% | -35.6% |
| 5Y | -14.1% | -16.5% | +2.4% | -21.1% |
| All | +4.0% | +22.7% | -18.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling