+374.9%
CPRT vs NVS
+179.5%
+195.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -11.2% | -14.3% | +3.1% | -5.6% |
| 30D | +3.3% | -10.0% | +13.3% | +7.3% |
| 3M | -3.6% | -10.9% | +7.3% | +0.4% |
| 6M | -15.8% | -12.0% | -3.8% | -12.0% |
| YTD | -23.5% | +2.5% | -26.0% | -25.7% |
| 1Y | -38.8% | +10.7% | -49.4% | -42.8% |
| 3Y | -33.4% | +53.3% | -86.7% | -48.2% |
| 5Y | -16.4% | +93.6% | -110.0% | -44.0% |
| All | +374.9% | +179.5% | +195.4% | +175.9% |
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