+174.8%
CPRT vs NTR
+97.9%
+76.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -11.2% | -1.3% | -9.9% | -10.9% |
| 30D | +3.3% | +16.8% | -13.5% | 0.0% |
| 3M | -3.6% | +20.7% | -24.3% | -7.5% |
| 6M | -15.8% | +0.5% | -16.3% | -16.4% |
| YTD | -23.5% | +29.2% | -52.7% | -28.4% |
| 1Y | -38.8% | +39.6% | -78.3% | -43.9% |
| 3Y | -33.4% | +37.9% | -71.3% | -39.9% |
| 5Y | -16.4% | +47.1% | -63.4% | -32.4% |
| All | +174.8% | +97.9% | +76.8% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling