-27.1%
CPRT vs NSC
+77.9%
-104.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.2% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +9.9% | -1.9% | +11.8% | +10.5% |
| 3M | +5.6% | +6.2% | -0.6% | +3.5% |
| 6M | -13.6% | +9.2% | -22.8% | -16.4% |
| YTD | -16.7% | +15.0% | -31.8% | -20.7% |
| 1Y | -33.1% | +21.1% | -54.2% | -37.4% |
| 3Y | -27.1% | +78.6% | -105.7% | -40.6% |
| All | -27.1% | +77.9% | -104.9% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling