+134.1%
CPRT vs NVT
+731.8%
-597.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -3.9% |
| 7D | -11.2% | +4.1% | -15.3% | -12.3% |
| 30D | +3.3% | -5.1% | +8.4% | +4.4% |
| 3M | -3.6% | -1.2% | -2.4% | -5.0% |
| 6M | -15.8% | +46.6% | -62.3% | -28.1% |
| YTD | -23.5% | +60.0% | -83.5% | -37.2% |
| 1Y | -38.8% | +70.8% | -109.5% | -51.4% |
| 3Y | -33.4% | +187.5% | -221.0% | -58.9% |
| 5Y | -16.4% | +426.1% | -442.5% | -60.1% |
| All | +134.1% | +731.8% | -597.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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