+140.9%
NOK vs CPRT
-38.3%
+179.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.4% | +4.1% |
| 7D | +11.0% | -11.2% | +22.1% | +7.7% |
| 30D | +7.8% | +3.3% | +4.5% | +9.0% |
| 3M | -21.0% | -3.6% | -17.4% | -20.2% |
| 6M | +40.9% | -15.8% | +56.6% | +42.8% |
| YTD | +72.0% | -23.5% | +95.5% | +77.4% |
| 1Y | +140.9% | -38.8% | +179.7% | +155.1% |
| All | +140.9% | -38.3% | +179.2% | +155.1% |
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