+366.4%
CPRT vs NSC
+299.5%
+66.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -1.4% | -3.5% | +2.2% | +0.3% |
| 30D | +21.5% | +3.9% | +17.5% | +19.3% |
| 3M | +9.4% | -0.8% | +10.2% | +9.7% |
| 6M | -3.3% | +7.1% | -10.4% | -7.1% |
| YTD | -17.8% | +16.4% | -34.3% | -24.4% |
| 1Y | -22.2% | +16.9% | -39.1% | -28.6% |
| 3Y | -34.0% | +78.4% | -112.4% | -52.7% |
| 5Y | -15.4% | +33.1% | -48.6% | -30.4% |
| All | +366.4% | +299.5% | +66.9% | +119.0% |
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