-32.5%
CPRT vs NTR
+43.1%
-75.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +2.2% | +8.1% | -5.9% | +2.3% |
| 30D | +16.6% | +18.8% | -2.1% | +17.0% |
| 3M | +9.6% | +16.2% | -6.6% | +9.9% |
| 6M | -11.1% | +9.8% | -20.9% | -11.3% |
| YTD | -13.9% | +30.9% | -44.7% | -13.9% |
| 1Y | -32.5% | +41.8% | -74.3% | -32.7% |
| All | -32.5% | +43.1% | -75.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling