-27.1%
CPRT vs NOC
+26.5%
-53.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | +9.9% | -8.9% | +18.8% | +10.8% |
| 3M | +5.6% | -3.7% | +9.3% | +5.8% |
| 6M | -13.6% | -30.8% | +17.2% | -11.6% |
| YTD | -16.7% | -7.9% | -8.8% | -16.6% |
| 1Y | -33.1% | -9.4% | -23.7% | -32.9% |
| 3Y | -27.1% | +29.0% | -56.0% | -28.5% |
| All | -27.1% | +26.5% | -53.6% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling