-17.1%
NOW vs CPRT
-30.7%
+13.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -3.1% | +1.6% | -4.7% | -3.9% |
| 30D | -27.0% | +18.8% | -45.8% | -33.3% |
| 3M | -17.7% | +9.4% | -27.1% | -21.6% |
| 6M | +12.7% | -4.4% | +17.1% | +13.7% |
| YTD | -32.9% | -17.1% | -15.8% | -27.9% |
| 1Y | -40.4% | -19.9% | -20.5% | -35.0% |
| 3Y | -17.1% | -30.5% | +13.4% | -2.8% |
| All | -17.1% | -30.7% | +13.6% | -2.8% |
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