+183.7%
NOK vs CPRT
-27.3%
+211.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +6.4% |
| 7D | +7.3% | +0.4% | +6.9% | +7.2% |
| 30D | +13.8% | +9.9% | +3.9% | +12.9% |
| 3M | -27.0% | +5.6% | -32.6% | -27.2% |
| 6M | +37.6% | -13.6% | +51.2% | +43.3% |
| YTD | +64.6% | -16.7% | +81.3% | +72.9% |
| 1Y | +132.0% | -33.1% | +165.2% | +159.4% |
| 3Y | +183.7% | -27.1% | +210.7% | +189.2% |
| All | +183.7% | -27.3% | +211.0% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling