+20,793.5%
CPRT vs NSC
+2,959.7%
+17,833.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.4% | +2.5% | -2.9% | -1.2% |
| 30D | +21.2% | +1.7% | +19.5% | +20.5% |
| 3M | +8.3% | -2.6% | +10.9% | +9.1% |
| 6M | -3.4% | +6.4% | -9.8% | -5.6% |
| YTD | -18.7% | +15.5% | -34.2% | -22.7% |
| 1Y | -23.5% | +17.6% | -41.1% | -27.8% |
| 3Y | -34.2% | +75.0% | -109.1% | -46.0% |
| 5Y | -18.2% | +32.2% | -50.4% | -27.2% |
| 10Y | +370.9% | +296.6% | +74.3% | +200.8% |
| All | +20,793.5% | +2,959.7% | +17,833.8% | +7,421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling