+387.6%
CPRT vs NI
+143.3%
+244.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -8.4% | -0.6% | -7.9% | -8.3% |
| 30D | +4.6% | -1.4% | +6.0% | +5.1% |
| 3M | -1.9% | -10.6% | +8.6% | +1.8% |
| 6M | -15.3% | -9.9% | -5.4% | -12.4% |
| YTD | -21.5% | +1.2% | -22.6% | -22.1% |
| 1Y | -36.6% | +4.4% | -41.0% | -37.9% |
| 3Y | -31.2% | +68.6% | -99.8% | -44.2% |
| 5Y | -14.1% | +98.0% | -112.1% | -35.3% |
| All | +387.6% | +143.3% | +244.3% | +250.9% |
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