+92.9%
CPRT vs NIO
-43.5%
+136.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.6% | -2.0% |
| 7D | +6.0% | +5.6% | +0.4% | +5.7% |
| 30D | +20.0% | -4.2% | +24.3% | +20.3% |
| 3M | +10.1% | -26.3% | +36.4% | +12.2% |
| 6M | -4.3% | -42.5% | +38.2% | -1.2% |
| YTD | -18.4% | -33.5% | +15.1% | -16.9% |
| 1Y | -20.1% | -52.7% | +32.6% | -16.9% |
| 3Y | -30.4% | -57.5% | +27.1% | -29.2% |
| 5Y | -17.0% | -92.0% | +75.0% | -9.6% |
| All | +92.9% | -43.5% | +136.4% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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