+7.8%
ON vs CPRT
-17.4%
+25.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | -11.7% | +6.0% | -17.7% | -15.1% |
| 30D | -23.3% | +20.0% | -43.3% | -32.2% |
| 3M | -19.2% | +10.1% | -29.3% | -26.2% |
| 6M | -40.1% | -4.3% | -35.8% | -41.4% |
| YTD | +16.9% | -18.4% | +35.3% | +28.9% |
| 1Y | +29.7% | -20.1% | +49.8% | +45.1% |
| 3Y | -4.4% | -30.4% | +26.0% | +13.0% |
| All | +7.8% | -17.4% | +25.2% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling