+20,924.8%
CPRT vs NYT
+626.2%
+20,298.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | +8.2% | +2.8% | +5.5% | +7.6% |
| 3M | +2.3% | -9.2% | +11.5% | +4.2% |
| 6M | -14.7% | -17.1% | +2.4% | -11.6% |
| YTD | -18.2% | -3.2% | -14.9% | -18.2% |
| 1Y | -33.4% | +15.7% | -49.1% | -36.0% |
| 3Y | -28.3% | +55.7% | -84.1% | -36.3% |
| 5Y | -9.8% | +39.4% | -49.2% | -19.1% |
| 10Y | +412.4% | +485.6% | -73.2% | +232.4% |
| All | +20,924.8% | +626.2% | +20,298.6% | +12,426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling