+45.4%
ON vs CPRT
-33.0%
+78.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -5.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.0% |
| 30D | -12.4% | +9.9% | -22.3% | -10.5% |
| 3M | -41.2% | +5.6% | -46.8% | -39.9% |
| 6M | +25.0% | -13.6% | +38.6% | +27.4% |
| YTD | +31.3% | -16.7% | +48.0% | +33.9% |
| 1Y | +45.4% | -33.1% | +78.5% | +43.3% |
| All | +45.4% | -33.0% | +78.4% | +43.3% |
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