-16.1%
CPRT vs NTRS
+93.2%
-109.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -11.2% | +1.4% | -12.6% | -11.6% |
| 30D | +3.3% | -0.7% | +4.0% | +3.4% |
| 3M | -3.6% | +11.3% | -14.9% | -7.2% |
| 6M | -15.8% | +35.5% | -51.3% | -24.4% |
| YTD | -23.5% | +40.6% | -64.1% | -32.4% |
| 1Y | -38.8% | +49.2% | -88.0% | -47.2% |
| 3Y | -33.4% | +167.2% | -200.7% | -55.2% |
| All | -16.1% | +93.2% | -109.3% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling