+545.8%
ON vs CPRT
+373.4%
+172.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +3.3% | -1.4% | +4.7% | +4.4% |
| 30D | -3.1% | +21.5% | -24.6% | -16.9% |
| 3M | -9.2% | +9.4% | -18.7% | -18.0% |
| 6M | -31.4% | -3.3% | -28.0% | -34.2% |
| YTD | +36.0% | -17.8% | +53.8% | +46.6% |
| 1Y | +52.0% | -22.2% | +74.2% | +71.0% |
| 3Y | +9.3% | -34.0% | +43.2% | +36.7% |
| 5Y | +26.5% | -15.4% | +41.9% | +26.5% |
| All | +545.8% | +373.4% | +172.4% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling