+22,034.1%
CPRT vs NSC
+2,961.8%
+19,072.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.2% | -5.5% | +7.7% | +4.0% |
| 30D | +16.6% | -3.2% | +19.8% | +17.8% |
| 3M | +9.6% | +7.7% | +1.9% | +6.8% |
| 6M | -11.1% | +4.5% | -15.6% | -12.8% |
| YTD | -13.9% | +15.6% | -29.4% | -18.2% |
| 1Y | -32.5% | +19.8% | -52.4% | -36.7% |
| 3Y | -25.0% | +70.1% | -95.1% | -38.0% |
| 5Y | -7.4% | +46.1% | -53.5% | -20.1% |
| 10Y | +422.0% | +328.1% | +93.9% | +226.6% |
| All | +22,034.1% | +2,961.8% | +19,072.3% | +7,866.7% |
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