-34.2%
CPRT vs NVS
+90.8%
-125.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +21.2% | +9.3% | +11.9% | +19.0% |
| 3M | +8.3% | +5.8% | +2.5% | +6.8% |
| 6M | -3.4% | +7.2% | -10.5% | -5.0% |
| YTD | -18.7% | +20.0% | -38.7% | -22.0% |
| 1Y | -23.5% | +25.4% | -48.9% | -27.4% |
| 3Y | -34.2% | +89.2% | -123.4% | -44.3% |
| All | -34.2% | +90.8% | -125.0% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling