+14,965.0%
CPRT vs NTAP
+23,159.9%
-8,195.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.0% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | +21.5% | -23.4% | +44.9% | +26.0% |
| 3M | +9.4% | -7.5% | +16.9% | +9.7% |
| 6M | -3.3% | +56.4% | -59.7% | -11.7% |
| YTD | -17.8% | +73.6% | -91.5% | -26.4% |
| 1Y | -22.2% | +68.4% | -90.6% | -30.1% |
| 3Y | -34.0% | +150.6% | -184.6% | -45.1% |
| 5Y | -15.4% | +122.5% | -137.9% | -28.5% |
| 10Y | +376.0% | +589.7% | -213.7% | +232.6% |
| All | +14,965.0% | +23,159.9% | -8,195.0% | +5,557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling