+30.7%
NBIS vs CPRT
-22.5%
+53.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -10.3% |
| 7D | -10.5% | -0.4% | -10.1% | -11.0% |
| 30D | -37.7% | +21.2% | -58.9% | -27.2% |
| 3M | -54.6% | +8.3% | -62.9% | -50.2% |
| 6M | -44.1% | -3.4% | -40.7% | -37.3% |
| YTD | +38.4% | -18.7% | +57.1% | +43.8% |
| 1Y | +30.7% | -23.5% | +54.3% | +26.0% |
| All | +30.7% | -22.5% | +53.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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