-23.9%
CPRT vs NI
+9.5%
-33.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.8% |
| 7D | +12.6% | +3.9% | +8.7% | +12.0% |
| 30D | +18.0% | +15.3% | +2.7% | +16.0% |
| 3M | +11.0% | +2.4% | +8.6% | +11.0% |
| 6M | -2.0% | -4.5% | +2.5% | -0.7% |
| YTD | -16.7% | +11.4% | -28.0% | -14.7% |
| 1Y | -23.9% | +8.5% | -32.4% | -22.5% |
| All | -23.9% | +9.5% | -33.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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