+499.2%
NOW vs CPRT
+398.2%
+100.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.7% |
| 7D | -3.0% | +6.0% | -9.0% | -7.0% |
| 30D | -26.0% | +20.0% | -46.1% | -35.1% |
| 3M | -13.1% | +10.1% | -23.2% | -19.6% |
| 6M | +14.5% | -4.3% | +18.8% | +15.5% |
| YTD | -33.4% | -18.4% | -15.0% | -25.8% |
| 1Y | -40.6% | -20.1% | -20.5% | -33.1% |
| 3Y | -16.3% | -30.4% | +14.1% | +0.3% |
| 5Y | -26.3% | -17.0% | -9.4% | -22.8% |
| All | +499.2% | +398.2% | +100.9% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling