-14.8%
CPRT vs NVTS
-36.0%
+21.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.8% | -0.3% |
| 7D | -0.4% | +3.9% | -4.3% | -0.5% |
| 30D | +21.2% | -4.3% | +25.5% | +21.1% |
| 3M | +8.3% | -34.5% | +42.8% | +9.6% |
| 6M | -3.4% | -57.7% | +54.4% | -1.5% |
| YTD | -18.7% | +25.4% | -44.0% | -22.5% |
| 1Y | -23.5% | +13.1% | -36.7% | -26.8% |
| 3Y | -34.2% | +48.9% | -83.1% | -41.3% |
| 5Y | -18.2% | -51.8% | +33.6% | -26.5% |
| All | -14.8% | -36.0% | +21.2% | -23.5% |
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