+127.6%
NOK vs CPRT
+392.8%
-265.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.1% |
| 7D | +8.7% | -8.4% | +17.1% | +11.6% |
| 30D | +12.5% | +4.6% | +7.9% | +10.4% |
| 3M | -20.7% | -1.9% | -18.8% | -21.4% |
| 6M | +36.2% | -15.3% | +51.5% | +41.6% |
| YTD | +64.1% | -21.5% | +85.6% | +74.9% |
| 1Y | +132.4% | -36.6% | +169.0% | +167.8% |
| 3Y | +182.9% | -31.2% | +214.1% | +208.9% |
| 5Y | +102.8% | -14.1% | +116.9% | +97.6% |
| All | +127.6% | +392.8% | -265.2% | +23.5% |
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