+1,980.5%
NOW vs CPRT
+1,002.9%
+977.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | -6.7% | +9.9% | -16.6% | -12.3% |
| 30D | -25.8% | +21.1% | -46.9% | -34.7% |
| 3M | -12.7% | +12.3% | -25.0% | -19.7% |
| 6M | +11.2% | -2.0% | +13.3% | +10.5% |
| YTD | -33.2% | -17.0% | -16.1% | -26.8% |
| 1Y | -41.8% | -22.5% | -19.3% | -33.6% |
| 3Y | -15.7% | -29.3% | +13.6% | -0.6% |
| 5Y | -26.0% | -15.6% | -10.4% | -22.4% |
| 10Y | +515.1% | +411.6% | +103.5% | +159.3% |
| All | +1,980.5% | +1,002.9% | +977.6% | +697.7% |
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