-33.4%
CPRT vs NTRS
+168.2%
-201.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.8% |
| 7D | -11.2% | +1.4% | -12.6% | -11.5% |
| 30D | +3.3% | -0.7% | +4.0% | +3.4% |
| 3M | -3.6% | +11.3% | -14.9% | -6.3% |
| 6M | -15.8% | +35.5% | -51.3% | -22.5% |
| YTD | -23.5% | +40.6% | -64.1% | -30.4% |
| 1Y | -38.8% | +49.2% | -88.0% | -45.3% |
| 3Y | -33.4% | +167.2% | -200.7% | -52.3% |
| All | -33.4% | +168.2% | -201.6% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling