+387.6%
CPRT vs NWSA
+148.8%
+238.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -8.4% | -4.8% | -3.7% | -6.5% |
| 30D | +4.6% | +3.0% | +1.6% | +3.3% |
| 3M | -1.9% | +9.3% | -11.2% | -5.7% |
| 6M | -15.3% | +23.2% | -38.5% | -22.6% |
| YTD | -21.5% | +13.3% | -34.8% | -25.9% |
| 1Y | -36.6% | +2.9% | -39.5% | -38.0% |
| 3Y | -31.2% | +43.3% | -74.5% | -42.2% |
| 5Y | -14.1% | +40.9% | -55.0% | -28.8% |
| All | +387.6% | +148.8% | +238.8% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling