-22.5%
CPRT vs NOC
-1.3%
-21.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.5% | +4.5% | -6.0% | -2.1% |
| 30D | +21.4% | +14.1% | +7.3% | +18.9% |
| 3M | +10.4% | -4.5% | +14.8% | +10.7% |
| 6M | -4.3% | -0.8% | -3.5% | -5.1% |
| YTD | -18.3% | -2.5% | -15.7% | -19.7% |
| 1Y | -22.5% | -0.1% | -22.4% | -24.0% |
| All | -22.5% | -1.3% | -21.2% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling