-14.4%
CPRT vs NVTS
-31.6%
+17.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.5% | -0.4% |
| 7D | -1.5% | +21.6% | -23.1% | -2.2% |
| 30D | +21.4% | -8.5% | +29.9% | +21.5% |
| 3M | +10.4% | -31.4% | +41.8% | +11.5% |
| 6M | -4.3% | -50.3% | +46.0% | -3.1% |
| YTD | -18.3% | +33.9% | -52.2% | -22.2% |
| 1Y | -22.5% | +10.6% | -33.1% | -25.7% |
| 3Y | -34.3% | +52.7% | -87.0% | -41.3% |
| 5Y | -17.8% | -48.5% | +30.7% | -26.3% |
| All | -14.4% | -31.6% | +17.2% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling