-23.9%
CPRT vs NVTS
-9.1%
-14.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.0% | -4.0% | +5.3% |
| 7D | +12.6% | -0.3% | +13.0% | +12.7% |
| 30D | +18.0% | -24.4% | +42.4% | +17.2% |
| 3M | +11.0% | -26.5% | +37.4% | +10.4% |
| 6M | -2.0% | -41.4% | +39.4% | -3.3% |
| YTD | -16.7% | +30.7% | -47.4% | -18.0% |
| 1Y | -23.9% | -10.8% | -13.1% | -24.6% |
| All | -23.9% | -9.1% | -14.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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