-36.6%
CPRT vs NVT
+66.6%
-103.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -4.3% |
| 7D | -8.4% | +2.0% | -10.5% | -8.1% |
| 30D | +4.6% | -7.2% | +11.8% | +3.7% |
| 3M | -1.9% | -0.9% | -1.0% | -1.5% |
| 6M | -15.3% | +42.6% | -57.9% | -14.8% |
| YTD | -21.5% | +52.9% | -74.3% | -21.2% |
| 1Y | -36.6% | +64.5% | -101.1% | -36.8% |
| All | -36.6% | +66.6% | -103.2% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling