-27.1%
CPRT vs NVTS
+45.8%
-72.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.3% |
| 7D | +0.4% | +9.7% | -9.3% | +0.3% |
| 30D | +9.9% | -13.6% | +23.5% | +10.1% |
| 3M | +5.6% | -51.0% | +56.6% | +6.4% |
| 6M | -13.6% | +46.3% | -60.0% | -15.1% |
| YTD | -16.7% | +68.1% | -84.8% | -18.6% |
| 1Y | -33.1% | +113.9% | -147.0% | -35.3% |
| 3Y | -27.1% | +45.3% | -72.3% | -22.9% |
| All | -27.1% | +45.8% | -72.9% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling