+47.6%
ON vs CPRT
-24.7%
+72.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -0.4% |
| 7D | -5.8% | +12.6% | -18.4% | -2.4% |
| 30D | -17.1% | +18.0% | -35.1% | -12.9% |
| 3M | -11.8% | +11.0% | -22.8% | -8.2% |
| 6M | -30.2% | -2.0% | -28.2% | -28.0% |
| YTD | +31.6% | -16.7% | +48.2% | +34.9% |
| 1Y | +47.6% | -23.9% | +71.4% | +51.9% |
| All | +47.6% | -24.7% | +72.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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