+250.5%
NVDA vs CPRT
-32.3%
+282.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -18.3% | +4.0% | -22.3% | -18.8% |
| 30D | -26.3% | +18.2% | -44.6% | -28.7% |
| 3M | -22.3% | +9.2% | -31.4% | -23.7% |
| 6M | -21.3% | -4.8% | -16.5% | -19.5% |
| YTD | -9.2% | -17.5% | +8.3% | -2.3% |
| 1Y | -14.9% | -22.0% | +7.1% | -6.1% |
| 3Y | +250.5% | -33.7% | +284.2% | +300.7% |
| All | +250.5% | -32.3% | +282.8% | +300.7% |
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 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