+42.4%
ON vs CPRT
-20.1%
+62.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.6% | +7.6% | +9.6% |
| 7D | -1.4% | +1.6% | -3.1% | -0.9% |
| 30D | -10.9% | +18.8% | -29.6% | -6.1% |
| 3M | -14.9% | +9.4% | -24.3% | -11.6% |
| 6M | -33.0% | -4.4% | -28.6% | -31.0% |
| YTD | +27.6% | -17.1% | +44.7% | +29.7% |
| All | +42.4% | -20.1% | +62.5% | +42.0% |
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