-33.8%
CPRT vs OWL
-12.9%
-21.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +21.3% | +7.3% | +14.0% | +19.6% |
| 3M | +10.4% | -16.8% | +27.2% | +13.6% |
| 6M | -4.3% | +4.0% | -8.3% | -5.7% |
| YTD | -18.3% | -29.0% | +10.7% | -14.1% |
| 1Y | -22.5% | -29.7% | +7.2% | -18.6% |
| All | -33.8% | -12.9% | -21.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling