+374.9%
CPRT vs NRG
+1,083.9%
-709.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -11.2% | -4.7% | -6.5% | -10.4% |
| 30D | +3.3% | -6.0% | +9.3% | +4.4% |
| 3M | -3.6% | -8.0% | +4.4% | -3.2% |
| 6M | -15.8% | -23.2% | +7.4% | -13.1% |
| YTD | -23.5% | -28.1% | +4.6% | -20.5% |
| 1Y | -38.8% | -27.3% | -11.5% | -37.0% |
| 3Y | -33.4% | +208.7% | -242.1% | -55.0% |
| 5Y | -16.4% | +197.7% | -214.0% | -44.0% |
| All | +374.9% | +1,083.9% | -709.0% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling