+407.9%
CPRT vs NWSA
+150.8%
+257.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.4% | -3.1% | +2.7% | +0.9% |
| 30D | +8.2% | +4.3% | +4.0% | +6.3% |
| 3M | +2.3% | +9.2% | -6.9% | -1.6% |
| 6M | -14.7% | +21.6% | -36.3% | -21.6% |
| YTD | -18.2% | +14.2% | -32.4% | -23.1% |
| 1Y | -33.4% | +1.8% | -35.1% | -34.5% |
| 3Y | -28.3% | +44.4% | -72.8% | -40.0% |
| 5Y | -9.8% | +41.0% | -50.8% | -25.3% |
| All | +407.9% | +150.8% | +257.1% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling