+163.8%
ON vs CPRT
+4,160.0%
-3,996.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.3% |
| 7D | -11.7% | +6.0% | -17.7% | -14.6% |
| 30D | -23.3% | +20.0% | -43.3% | -30.7% |
| 3M | -19.2% | +10.1% | -29.3% | -24.8% |
| 6M | -40.1% | -4.3% | -35.8% | -41.6% |
| YTD | +16.9% | -18.4% | +35.3% | +23.1% |
| 1Y | +29.7% | -20.1% | +49.8% | +37.8% |
| 3Y | -4.4% | -30.4% | +26.0% | +8.4% |
| 5Y | +7.1% | -17.0% | +24.0% | +13.0% |
| 10Y | +447.2% | +403.2% | +43.9% | +163.9% |
| All | +163.8% | +4,160.0% | -3,996.2% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling