+4,287.7%
CPRT vs NRG
+1,537.4%
+2,750.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -1.1% |
| 7D | -0.4% | +3.9% | -4.3% | -1.1% |
| 30D | +8.2% | -3.0% | +11.2% | +8.8% |
| 3M | +2.3% | -10.9% | +13.2% | +3.4% |
| 6M | -14.7% | -25.3% | +10.5% | -11.5% |
| YTD | -18.2% | -26.8% | +8.7% | -15.2% |
| 1Y | -33.4% | -23.3% | -10.1% | -32.1% |
| 3Y | -28.3% | +208.6% | -236.9% | -47.9% |
| 5Y | -9.8% | +194.1% | -204.0% | -34.8% |
| 10Y | +412.4% | +1,123.6% | -711.2% | +169.1% |
| All | +4,287.7% | +1,537.4% | +2,750.3% | +1,442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling