+412.4%
CPRT vs NTAP
+581.2%
-168.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | +8.2% | -7.0% | +15.3% | +10.3% |
| 3M | +2.3% | +12.3% | -10.0% | -1.9% |
| 6M | -14.7% | +85.1% | -99.9% | -31.6% |
| YTD | -18.2% | +74.8% | -93.0% | -33.3% |
| 1Y | -33.4% | +52.7% | -86.0% | -43.4% |
| 3Y | -28.3% | +147.7% | -176.0% | -50.5% |
| 5Y | -9.8% | +124.8% | -134.6% | -36.6% |
| 10Y | +412.4% | +589.7% | -177.3% | +128.7% |
| All | +412.4% | +581.2% | -168.8% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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