-38.8%
CPRT vs NRG
-28.9%
-9.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.5% |
| 7D | -11.2% | -4.7% | -6.5% | -11.4% |
| 30D | +3.3% | -6.0% | +9.3% | +2.8% |
| 3M | -3.6% | -8.0% | +4.4% | -4.2% |
| 6M | -15.8% | -23.2% | +7.4% | -17.2% |
| YTD | -23.5% | -28.1% | +4.6% | -25.4% |
| 1Y | -38.8% | -27.3% | -11.5% | -40.6% |
| All | -38.8% | -28.9% | -9.9% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling