-23.9%
CPRT vs NTRS
+43.5%
-67.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +4.9% |
| 7D | +12.6% | +3.6% | +9.1% | +12.5% |
| 30D | +18.0% | +4.3% | +13.7% | +17.8% |
| 3M | +11.0% | -1.9% | +12.9% | +10.3% |
| 6M | -2.0% | +11.4% | -13.5% | -4.6% |
| YTD | -16.7% | +32.3% | -49.0% | -20.8% |
| 1Y | -23.9% | +42.5% | -66.4% | -26.9% |
| All | -23.9% | +43.5% | -67.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling