+1,578.5%
NOK vs CPRT
+20,954.5%
-19,375.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.2% | +2.5% |
| 7D | -1.8% | +2.2% | -4.0% | -2.4% |
| 30D | +4.7% | +16.6% | -11.9% | +0.2% |
| 3M | -39.7% | +9.6% | -49.2% | -41.8% |
| 6M | +23.1% | -11.1% | +34.2% | +25.2% |
| YTD | +55.0% | -13.9% | +68.9% | +58.7% |
| 1Y | +118.0% | -32.5% | +150.6% | +138.3% |
| 3Y | +170.5% | -25.0% | +195.5% | +184.1% |
| 5Y | +84.9% | -7.4% | +92.2% | +81.8% |
| 10Y | +112.0% | +422.0% | -310.0% | +28.2% |
| All | +1,578.5% | +20,954.5% | -19,375.9% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling