-38.8%
CPRT vs NTRS
+51.4%
-90.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | -11.2% | +1.4% | -12.6% | -11.2% |
| 30D | +3.3% | -0.7% | +4.0% | +3.3% |
| 3M | -3.6% | +11.3% | -14.9% | -4.8% |
| 6M | -15.8% | +35.5% | -51.3% | -19.9% |
| YTD | -23.5% | +40.6% | -64.1% | -27.2% |
| 1Y | -38.8% | +49.2% | -88.0% | -42.1% |
| All | -38.8% | +51.4% | -90.2% | -42.1% |
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