+412.4%
CPRT vs NSC
+324.0%
+88.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -0.4% | -2.0% | +1.6% | +0.6% |
| 30D | +8.2% | -3.2% | +11.4% | +9.9% |
| 3M | +2.3% | +3.9% | -1.6% | 0.0% |
| 6M | -14.7% | +7.8% | -22.5% | -18.5% |
| YTD | -18.2% | +13.4% | -31.6% | -23.8% |
| 1Y | -33.4% | +20.3% | -53.7% | -39.8% |
| 3Y | -28.3% | +76.1% | -104.4% | -48.4% |
| 5Y | -9.8% | +45.0% | -54.8% | -29.3% |
| 10Y | +412.4% | +335.7% | +76.7% | +125.1% |
| All | +412.4% | +324.0% | +88.4% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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