-14.1%
CPRT vs NTRA
+171.1%
-185.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -8.4% | -0.5% | -8.0% | -8.4% |
| 30D | +4.6% | +4.3% | +0.3% | +4.0% |
| 3M | -1.9% | +50.6% | -52.6% | -7.5% |
| 6M | -15.3% | +63.9% | -79.2% | -21.4% |
| YTD | -21.5% | +42.4% | -63.8% | -25.9% |
| 1Y | -36.6% | +92.1% | -128.7% | -42.8% |
| 3Y | -31.2% | +501.7% | -532.9% | -48.4% |
| 5Y | -14.1% | +171.4% | -185.6% | -31.8% |
| All | -14.1% | +171.1% | -185.2% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling