+20,905.1%
CPRT vs NOC
+5,513.7%
+15,391.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.5% | +4.5% | -6.0% | -2.5% |
| 30D | +21.4% | +14.1% | +7.3% | +17.6% |
| 3M | +10.4% | -4.5% | +14.8% | +11.3% |
| 6M | -4.3% | -0.8% | -3.5% | -4.5% |
| YTD | -18.3% | -2.5% | -15.7% | -18.5% |
| 1Y | -22.5% | -0.1% | -22.4% | -23.2% |
| 3Y | -34.3% | +24.6% | -58.9% | -39.1% |
| 5Y | -17.8% | +65.6% | -83.4% | -30.6% |
| 10Y | +373.5% | +160.5% | +212.9% | +252.1% |
| All | +20,905.1% | +5,513.7% | +15,391.4% | +9,772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling