+199.1%
CPRT vs NTR
+103.6%
+95.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | +0.4% | +3.8% | -3.4% | -0.4% |
| 30D | +9.9% | +25.2% | -15.3% | +4.9% |
| 3M | +5.6% | +21.0% | -15.4% | +1.3% |
| 6M | -13.6% | +7.6% | -21.2% | -15.6% |
| YTD | -16.7% | +32.9% | -49.6% | -22.5% |
| 1Y | -33.1% | +43.1% | -76.2% | -39.1% |
| 3Y | -27.1% | +41.6% | -68.6% | -34.5% |
| 5Y | -9.9% | +54.8% | -64.6% | -28.2% |
| All | +199.1% | +103.6% | +95.5% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling