-38.8%
CPRT vs NVS
+10.8%
-49.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -11.2% | -14.3% | +3.1% | -8.6% |
| 30D | +3.3% | -10.0% | +13.3% | +5.3% |
| 3M | -3.6% | -10.9% | +7.3% | -1.4% |
| 6M | -15.8% | -12.0% | -3.8% | -14.0% |
| YTD | -23.5% | +2.5% | -26.0% | -23.7% |
| 1Y | -38.8% | +10.7% | -49.4% | -40.4% |
| All | -38.8% | +10.8% | -49.6% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling