+591.8%
ON vs CPRT
+410.9%
+180.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.2% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | -11.0% | +8.2% | -19.3% | -17.1% |
| 3M | -39.3% | +2.3% | -41.6% | -42.4% |
| 6M | +19.8% | -14.7% | +34.6% | +29.9% |
| YTD | +31.1% | -18.2% | +49.3% | +44.9% |
| 1Y | +46.0% | -33.4% | +79.4% | +90.7% |
| 3Y | -27.5% | -28.3% | +0.8% | -14.1% |
| 5Y | +56.9% | -9.8% | +66.7% | +52.0% |
| 10Y | +591.8% | +412.4% | +179.4% | +172.6% |
| All | +591.8% | +410.9% | +180.9% | +172.6% |
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