+706.1%
CPRT vs NWSA
+102.5%
+603.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.6% |
| 7D | -0.4% | +2.2% | -2.6% | -1.2% |
| 30D | +21.2% | -8.8% | +29.9% | +25.0% |
| 3M | +8.3% | -6.5% | +14.8% | +10.6% |
| 6M | -3.4% | +1.5% | -4.9% | -4.6% |
| YTD | -18.7% | +4.0% | -22.7% | -20.7% |
| 1Y | -23.5% | +3.4% | -27.0% | -25.3% |
| 3Y | -34.2% | +34.8% | -69.0% | -42.7% |
| 5Y | -18.2% | +18.4% | -36.6% | -26.8% |
| 10Y | +370.9% | +149.2% | +221.8% | +202.0% |
| All | +706.1% | +102.5% | +603.6% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling