+133.9%
NOK vs CPRT
+370.9%
-237.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +11.0% | -1.5% | +12.5% | +11.4% |
| 30D | -16.0% | +21.4% | -37.4% | -20.9% |
| 3M | -19.8% | +10.4% | -30.2% | -23.3% |
| 6M | -37.1% | -4.3% | -32.8% | -37.8% |
| YTD | +28.0% | -18.3% | +46.2% | +33.6% |
| 1Y | +17.9% | -22.5% | +40.4% | +25.4% |
| 3Y | +152.7% | -34.3% | +187.1% | +180.1% |
| 5Y | +62.3% | -17.8% | +80.0% | +59.5% |
| All | +133.9% | +370.9% | -237.1% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling