+20,924.8%
CPRT vs NTRS
+3,391.8%
+17,533.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +8.2% | -1.2% | +9.5% | +8.6% |
| 3M | +2.3% | +8.8% | -6.5% | -0.6% |
| 6M | -14.7% | +34.7% | -49.4% | -22.6% |
| YTD | -18.2% | +37.2% | -55.4% | -26.3% |
| 1Y | -33.4% | +46.3% | -79.7% | -41.3% |
| 3Y | -28.3% | +163.2% | -191.6% | -48.2% |
| 5Y | -9.8% | +86.9% | -96.8% | -28.8% |
| 10Y | +412.4% | +250.9% | +161.5% | +225.1% |
| All | +20,924.8% | +3,391.8% | +17,533.0% | +7,463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling