+374.9%
CPRT vs NYT
+489.9%
-115.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -11.2% | -0.6% | -10.6% | -11.0% |
| 30D | +3.3% | +4.6% | -1.3% | +2.0% |
| 3M | -3.6% | -9.6% | +6.0% | -1.2% |
| 6M | -15.8% | -14.0% | -1.7% | -12.8% |
| YTD | -23.5% | -2.8% | -20.7% | -23.7% |
| 1Y | -38.8% | +15.6% | -54.3% | -42.1% |
| 3Y | -33.4% | +56.3% | -89.8% | -43.5% |
| 5Y | -16.4% | +39.5% | -55.9% | -28.7% |
| All | +374.9% | +489.9% | -115.0% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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