+631.8%
CPRT vs NTRA
+1,700.8%
-1,069.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.2% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | +9.9% | +0.6% | +9.3% | +9.8% |
| 3M | +5.6% | +51.8% | -46.2% | -0.3% |
| 6M | -13.6% | +63.6% | -77.2% | -19.6% |
| YTD | -16.7% | +41.5% | -58.2% | -21.2% |
| 1Y | -33.1% | +93.6% | -126.8% | -39.4% |
| 3Y | -27.1% | +498.0% | -525.1% | -44.2% |
| 5Y | -9.9% | +172.5% | -182.3% | -28.1% |
| 10Y | +415.3% | +2,960.8% | -2,545.5% | +205.3% |
| All | +631.8% | +1,700.8% | -1,069.0% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling