+16,703.3%
CPRT vs NVS
+1,078.6%
+15,624.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.9% | +10.6% | +1.1% |
| 7D | +0.4% | -14.6% | +15.0% | +5.3% |
| 30D | +9.9% | -11.9% | +21.8% | +14.0% |
| 3M | +5.6% | -6.0% | +11.6% | +7.1% |
| 6M | -13.6% | -11.4% | -2.2% | -10.8% |
| YTD | -16.7% | +2.9% | -19.6% | -18.3% |
| 1Y | -33.1% | +10.2% | -43.4% | -36.0% |
| 3Y | -27.1% | +55.3% | -82.4% | -38.2% |
| 5Y | -9.9% | +89.6% | -99.5% | -29.1% |
| 10Y | +415.3% | +176.1% | +239.3% | +261.3% |
| All | +16,703.3% | +1,078.6% | +15,624.7% | +9,005.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling