-28.8%
CPRT vs OWL
+3.8%
-32.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.2% |
| 7D | -0.4% | -6.4% | +6.0% | +0.8% |
| 30D | +8.2% | -5.0% | +13.2% | +9.0% |
| 3M | +2.3% | +15.4% | -13.1% | -0.8% |
| 6M | -14.7% | +15.5% | -30.2% | -17.7% |
| YTD | -18.2% | -22.7% | +4.5% | -15.1% |
| 1Y | -33.4% | -34.1% | +0.7% | -29.1% |
| All | -28.8% | +3.8% | -32.6% | -30.0% |
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