+673.5%
NBIS vs CPRT
-40.1%
+713.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -0.4% | +15.8% | +15.3% |
| 7D | +9.3% | -1.4% | +10.7% | +8.9% |
| 30D | -26.4% | +21.5% | -47.8% | -22.9% |
| 3M | -19.9% | +9.4% | -29.4% | -17.3% |
| 6M | -16.9% | -3.3% | -13.6% | -11.2% |
| YTD | +84.8% | -17.8% | +102.6% | +106.2% |
| 1Y | +51.3% | -22.2% | +73.5% | +73.1% |
| All | +673.5% | -40.1% | +713.5% | +856.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling