-27.1%
CPRT vs NTAP
+153.4%
-180.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.6% |
| 7D | +0.4% | +3.3% | -2.9% | -0.1% |
| 30D | +9.9% | -0.2% | +10.1% | +9.7% |
| 3M | +5.6% | +11.4% | -5.7% | +3.6% |
| 6M | -13.6% | +88.7% | -102.3% | -24.4% |
| YTD | -16.7% | +78.9% | -95.7% | -26.4% |
| 1Y | -33.1% | +58.8% | -91.9% | -39.5% |
| 3Y | -27.1% | +153.5% | -180.6% | -40.8% |
| All | -27.1% | +153.4% | -180.5% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling