-36.6%
CPRT vs OWL
-36.7%
+0.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.4% |
| 7D | -8.4% | -11.9% | +3.5% | -6.8% |
| 30D | +4.6% | -13.7% | +18.3% | +6.5% |
| 3M | -1.9% | +12.3% | -14.2% | -3.8% |
| 6M | -15.3% | +15.0% | -30.3% | -17.4% |
| YTD | -21.5% | -25.7% | +4.3% | -19.7% |
| 1Y | -36.6% | -39.5% | +2.9% | -35.5% |
| All | -36.6% | -36.7% | +0.1% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling