+1,031.9%
NBIS vs CPRT
-37.2%
+1,069.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.5% |
| 7D | +8.2% | +2.2% | +6.0% | +8.5% |
| 30D | +3.4% | +16.6% | -13.3% | +5.5% |
| 3M | -12.8% | +9.6% | -22.4% | -10.3% |
| 6M | +131.5% | -11.1% | +142.7% | +153.5% |
| YTD | +170.5% | -13.9% | +184.3% | +197.5% |
| 1Y | +248.8% | -32.5% | +281.3% | +336.4% |
| All | +1,031.9% | -37.2% | +1,069.2% | +1,279.9% |
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