-5.8%
CPRT vs NXT
+181.9%
-187.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.4% |
| 7D | +0.4% | +2.9% | -2.5% | +0.3% |
| 30D | +9.9% | -17.2% | +27.2% | +10.5% |
| 3M | +5.6% | -32.0% | +37.6% | +6.9% |
| 6M | -13.6% | -15.8% | +2.1% | -14.2% |
| YTD | -16.7% | -1.9% | -14.8% | -18.3% |
| 1Y | -33.1% | +22.5% | -55.6% | -35.8% |
| 3Y | -27.1% | +100.5% | -127.6% | -34.8% |
| All | -5.8% | +181.9% | -187.7% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling