+361.5%
CPRT vs NVS
+260.1%
+101.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | +21.2% | +9.3% | +11.9% | +16.7% |
| 3M | +8.3% | +5.8% | +2.5% | +4.9% |
| 6M | -3.4% | +7.2% | -10.5% | -7.2% |
| YTD | -18.7% | +20.0% | -38.7% | -26.3% |
| 1Y | -23.5% | +25.4% | -48.9% | -32.2% |
| 3Y | -34.2% | +89.2% | -123.4% | -53.6% |
| 5Y | -18.2% | +134.6% | -152.8% | -50.2% |
| All | +361.5% | +260.1% | +101.4% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling