+14.0%
CPRT vs OWL
+38.2%
-24.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.2% | -2.2% | +4.5% | +2.7% |
| 30D | +16.6% | +3.7% | +13.0% | +15.4% |
| 3M | +9.6% | +17.5% | -7.9% | +5.1% |
| 6M | -11.1% | +18.5% | -29.7% | -15.4% |
| YTD | -13.9% | -16.3% | +2.5% | -11.6% |
| 1Y | -32.5% | -29.7% | -2.8% | -28.3% |
| 3Y | -25.0% | +14.2% | -39.2% | -31.7% |
| 5Y | -7.4% | +2.5% | -9.9% | -17.6% |
| All | +14.0% | +38.2% | -24.2% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling