+361.5%
CPRT vs NI
+197.8%
+163.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.4% | +4.3% | -4.7% | -1.8% |
| 30D | +21.2% | +12.4% | +8.8% | +16.5% |
| 3M | +8.3% | +10.2% | -1.9% | +4.7% |
| 6M | -3.4% | -0.8% | -2.6% | -3.2% |
| YTD | -18.7% | +13.2% | -31.9% | -22.5% |
| 1Y | -23.5% | +10.1% | -33.6% | -26.4% |
| 3Y | -34.2% | +103.1% | -137.3% | -49.9% |
| 5Y | -18.2% | +115.5% | -133.7% | -40.1% |
| All | +361.5% | +197.8% | +163.6% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling