-26.4%
NOW vs CPRT
-17.4%
-8.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.8% |
| 7D | -3.0% | +6.0% | -9.0% | -7.4% |
| 30D | -26.0% | +20.0% | -46.1% | -36.2% |
| 3M | -13.1% | +10.1% | -23.2% | -20.4% |
| 6M | +14.5% | -4.3% | +18.8% | +15.7% |
| YTD | -33.4% | -18.4% | -15.0% | -24.4% |
| 1Y | -40.6% | -20.1% | -20.5% | -31.6% |
| 3Y | -16.3% | -30.4% | +14.1% | -0.3% |
| All | -26.4% | -17.4% | -8.9% | -28.4% |
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 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