+163.6%
CPRT vs NVT
+699.2%
-535.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | +2.2% | +5.1% | -2.9% | +0.8% |
| 30D | +16.6% | -3.7% | +20.3% | +17.5% |
| 3M | +9.6% | -10.1% | +19.7% | +11.0% |
| 6M | -11.1% | +37.5% | -48.6% | -22.7% |
| YTD | -13.9% | +53.7% | -67.6% | -28.4% |
| 1Y | -32.5% | +70.9% | -103.4% | -46.5% |
| 3Y | -25.0% | +180.4% | -205.4% | -53.4% |
| 5Y | -7.4% | +393.5% | -400.9% | -54.9% |
| All | +163.6% | +699.2% | -535.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling