-8.2%
CPRT vs OWL
-3.8%
-4.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.2% |
| 7D | +0.4% | -3.9% | +4.3% | +1.4% |
| 30D | +9.9% | -3.7% | +13.6% | +10.7% |
| 3M | +5.6% | +21.4% | -15.8% | -0.1% |
| 6M | -13.6% | +18.3% | -32.0% | -18.4% |
| YTD | -16.7% | -20.1% | +3.4% | -13.1% |
| 1Y | -33.1% | -32.8% | -0.3% | -27.3% |
| 3Y | -27.1% | +8.6% | -35.6% | -35.3% |
| All | -8.2% | -3.8% | -4.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling