+22,034.1%
CPRT vs NOC
+5,164.6%
+16,869.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.0% |
| 7D | +2.2% | -5.2% | +7.4% | +3.5% |
| 30D | +16.6% | -7.2% | +23.8% | +18.6% |
| 3M | +9.6% | -5.1% | +14.7% | +10.7% |
| 6M | -11.1% | -31.1% | +20.0% | -3.5% |
| YTD | -13.9% | -8.6% | -5.3% | -12.7% |
| 1Y | -32.5% | -9.7% | -22.8% | -31.5% |
| 3Y | -25.0% | +24.3% | -49.3% | -30.6% |
| 5Y | -7.4% | +52.6% | -60.0% | -20.3% |
| 10Y | +422.0% | +183.6% | +238.4% | +281.4% |
| All | +22,034.1% | +5,164.6% | +16,869.5% | +10,476.1% |
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