-15.4%
CPRT vs NSC
+31.1%
-46.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.4% | -3.5% | +2.2% | -0.1% |
| 30D | +21.5% | +3.9% | +17.5% | +19.8% |
| 3M | +9.4% | -0.8% | +10.2% | +9.7% |
| 6M | -3.3% | +7.1% | -10.4% | -6.3% |
| YTD | -17.8% | +16.4% | -34.3% | -23.1% |
| 1Y | -22.2% | +16.9% | -39.1% | -27.4% |
| 3Y | -34.0% | +78.4% | -112.4% | -50.0% |
| 5Y | -15.4% | +33.1% | -48.6% | -27.1% |
| All | -15.4% | +31.1% | -46.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling