+102.7%
NOK vs CPRT
-8.8%
+111.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.5% |
| 7D | +9.3% | -0.4% | +9.8% | +9.3% |
| 30D | +17.9% | +8.2% | +9.6% | +14.7% |
| 3M | -22.3% | +2.3% | -24.6% | -23.6% |
| 6M | +36.4% | -14.7% | +51.1% | +43.1% |
| YTD | +66.3% | -18.2% | +84.5% | +77.0% |
| 1Y | +134.4% | -33.4% | +167.8% | +171.8% |
| 3Y | +186.6% | -28.3% | +214.9% | +207.2% |
| 5Y | +102.7% | -9.8% | +112.5% | +78.5% |
| All | +102.7% | -8.8% | +111.5% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling