-4.3%
CPRT vs NVTS
-56.0%
+51.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.5% | -0.9% |
| 7D | -1.5% | +21.6% | -23.1% | +0.1% |
| 30D | +21.4% | -8.5% | +29.9% | +21.2% |
| 3M | +10.4% | -31.4% | +41.8% | +8.3% |
| 6M | -4.3% | -50.3% | +46.0% | -7.2% |
| All | -4.3% | -56.0% | +51.7% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling