-23.9%
CPRT vs NXT
+10.5%
-34.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.1% | -6.1% | +5.4% |
| 7D | +12.6% | +30.0% | -17.4% | +13.9% |
| 30D | +18.0% | +28.6% | -10.6% | +19.3% |
| 3M | +11.0% | +8.4% | +2.6% | +11.2% |
| 6M | -2.0% | -8.7% | +6.7% | -2.8% |
| YTD | -16.7% | +22.5% | -39.2% | -16.7% |
| 1Y | -23.9% | +6.9% | -30.8% | -24.3% |
| All | -23.9% | +10.5% | -34.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling