-36.6%
CPRT vs NOC
-7.7%
-29.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -8.4% | -1.8% | -6.7% | -8.2% |
| 30D | +4.6% | -9.4% | +14.0% | +6.0% |
| 3M | -1.9% | -3.8% | +1.9% | -1.8% |
| 6M | -15.3% | -28.8% | +13.4% | -12.9% |
| YTD | -21.5% | -7.9% | -13.6% | -22.9% |
| 1Y | -36.6% | -9.0% | -27.6% | -38.3% |
| All | -36.6% | -7.7% | -29.0% | -38.3% |
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