+6.6%
ON vs CPRT
-34.3%
+40.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +12.2% | -0.4% | +12.6% | +12.3% |
| 30D | -3.1% | +21.2% | -24.3% | -7.0% |
| 3M | -12.9% | +8.3% | -21.2% | -14.9% |
| 6M | -38.6% | -3.4% | -35.2% | -38.1% |
| YTD | +31.2% | -18.7% | +49.9% | +43.0% |
| 1Y | +47.6% | -23.5% | +71.2% | +66.6% |
| 3Y | +6.6% | -34.2% | +40.8% | +31.2% |
| All | +6.6% | -34.3% | +40.9% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling