+412.4%
CPRT vs NOC
+186.7%
+225.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +8.2% | -10.4% | +18.6% | +11.1% |
| 3M | +2.3% | -5.6% | +7.9% | +3.5% |
| 6M | -14.7% | -30.4% | +15.6% | -7.3% |
| YTD | -18.2% | -8.5% | -9.7% | -17.2% |
| 1Y | -33.4% | -8.3% | -25.0% | -32.7% |
| 3Y | -28.3% | +28.2% | -56.5% | -35.1% |
| 5Y | -9.8% | +56.7% | -66.6% | -27.1% |
| 10Y | +412.4% | +189.3% | +223.0% | +202.1% |
| All | +412.4% | +186.7% | +225.7% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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