+62.9%
ON vs CPRT
-7.1%
+70.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +2.4% | +2.2% | +0.2% | +0.9% |
| 30D | -3.3% | +16.6% | -19.9% | -13.7% |
| 3M | -43.6% | +9.6% | -53.2% | -48.6% |
| 6M | +19.0% | -11.1% | +30.1% | +26.8% |
| YTD | +37.4% | -13.9% | +51.2% | +48.1% |
| 1Y | +54.8% | -32.5% | +87.3% | +106.7% |
| 3Y | -25.2% | -25.0% | -0.1% | -15.3% |
| All | +62.9% | -7.1% | +70.0% | +37.2% |
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 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