-31.7%
CPRT vs NRG
+198.7%
-230.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.8% |
| 7D | -8.4% | -0.2% | -8.3% | -8.4% |
| 30D | +4.6% | -6.8% | +11.4% | +5.0% |
| 3M | -1.9% | -7.1% | +5.2% | -2.1% |
| 6M | -15.3% | -27.6% | +12.2% | -14.1% |
| YTD | -21.5% | -29.2% | +7.7% | -20.4% |
| 1Y | -36.6% | -29.9% | -6.7% | -35.9% |
| All | -31.7% | +198.7% | -230.3% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling