-29.8%
CPRT vs NVD
-99.1%
+69.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.5% | -8.5% | -3.8% |
| 7D | -8.4% | +9.0% | -17.5% | -8.1% |
| 30D | +4.6% | -5.5% | +10.1% | +4.5% |
| 3M | -1.9% | -24.6% | +22.7% | -2.8% |
| 6M | -15.3% | -42.1% | +26.8% | -16.9% |
| YTD | -21.5% | -44.3% | +22.9% | -23.0% |
| 1Y | -36.6% | -54.2% | +17.6% | -38.3% |
| 3Y | -31.2% | -99.1% | +67.9% | -53.4% |
| All | -29.8% | -99.1% | +69.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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