+61.1%
NOK vs CPRT
-16.1%
+77.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | -2.7% | +4.0% | -6.7% | -3.5% |
| 30D | -20.4% | +18.2% | -38.6% | -23.3% |
| 3M | -9.6% | +9.2% | -18.8% | -12.4% |
| 6M | -35.6% | -4.8% | -30.8% | -35.3% |
| YTD | +27.5% | -17.5% | +45.0% | +35.3% |
| 1Y | +18.4% | -22.0% | +40.4% | +28.5% |
| 3Y | +151.8% | -33.7% | +185.5% | +182.2% |
| 5Y | +61.1% | -15.0% | +76.1% | +47.6% |
| All | +61.1% | -16.1% | +77.2% | +47.6% |
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