-15.0%
CPRT vs NOC
+63.6%
-78.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.6% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +18.2% | +14.1% | +4.1% | +16.9% |
| 3M | +9.2% | -4.6% | +13.8% | +9.4% |
| 6M | -4.8% | +0.7% | -5.6% | -5.1% |
| YTD | -17.5% | -2.6% | -14.9% | -17.7% |
| 1Y | -22.0% | -1.0% | -21.0% | -22.3% |
| 3Y | -33.7% | +24.5% | -58.2% | -35.0% |
| 5Y | -15.0% | +64.3% | -79.3% | -15.8% |
| All | -15.0% | +63.6% | -78.5% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling