-11.2%
CPRT vs NXT
+168.4%
-179.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -4.0% |
| 7D | -8.4% | -2.6% | -5.9% | -8.3% |
| 30D | +4.6% | -22.4% | +27.0% | +5.4% |
| 3M | -1.9% | -27.3% | +25.4% | -1.1% |
| 6M | -15.3% | -28.5% | +13.2% | -15.1% |
| YTD | -21.5% | -6.6% | -14.8% | -22.8% |
| 1Y | -36.6% | +20.4% | -57.0% | -39.2% |
| 3Y | -31.2% | +90.9% | -122.1% | -38.4% |
| All | -11.2% | +168.4% | -179.5% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling