+21,102.0%
CPRT vs NOC
+5,508.4%
+15,593.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.9% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +18.2% | +14.1% | +4.1% | +14.5% |
| 3M | +9.2% | -4.6% | +13.8% | +10.1% |
| 6M | -4.8% | +0.7% | -5.6% | -5.3% |
| YTD | -17.5% | -2.6% | -14.9% | -17.7% |
| 1Y | -22.0% | -1.0% | -21.0% | -22.6% |
| 3Y | -33.7% | +24.5% | -58.2% | -38.5% |
| 5Y | -15.0% | +64.3% | -79.3% | -28.1% |
| 10Y | +385.2% | +162.8% | +222.4% | +260.1% |
| All | +21,102.0% | +5,508.4% | +15,593.6% | +9,867.0% |
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 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