-14.1%
CPRT vs NTR
+45.0%
-59.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.8% |
| 7D | -8.4% | -2.5% | -6.0% | -8.2% |
| 30D | +4.6% | +17.0% | -12.4% | +3.3% |
| 3M | -1.9% | +22.2% | -24.1% | -3.6% |
| 6M | -15.3% | +5.2% | -20.5% | -15.9% |
| YTD | -21.5% | +29.7% | -51.1% | -23.6% |
| 1Y | -36.6% | +39.4% | -76.0% | -38.9% |
| 3Y | -31.2% | +38.2% | -69.4% | -34.1% |
| 5Y | -14.1% | +47.6% | -61.7% | -29.0% |
| All | -14.1% | +45.0% | -59.1% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling