+374.9%
CPRT vs NTRA
+3,199.2%
-2,824.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | +3.3% | +4.1% | -0.8% | +2.7% |
| 3M | -3.6% | +50.0% | -53.6% | -9.3% |
| 6M | -15.8% | +67.3% | -83.1% | -22.3% |
| YTD | -23.5% | +43.6% | -67.1% | -28.2% |
| 1Y | -38.8% | +89.2% | -128.0% | -44.8% |
| 3Y | -33.4% | +502.5% | -536.0% | -50.4% |
| 5Y | -16.4% | +173.8% | -190.1% | -34.5% |
| All | +374.9% | +3,199.2% | -2,824.3% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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