-14.1%
CPRT vs NVS
+92.5%
-106.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -8.4% | -15.7% | +7.3% | -4.3% |
| 30D | +4.6% | -11.1% | +15.7% | +7.6% |
| 3M | -1.9% | -7.2% | +5.2% | -0.4% |
| 6M | -15.3% | -12.3% | -3.0% | -12.6% |
| YTD | -21.5% | +2.8% | -24.2% | -22.9% |
| 1Y | -36.6% | +11.9% | -48.6% | -39.5% |
| 3Y | -31.2% | +55.1% | -86.3% | -42.1% |
| 5Y | -14.1% | +94.1% | -108.2% | -35.2% |
| All | -14.1% | +92.5% | -106.6% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling