+2,672.5%
NVDL vs CPRT
-2.4%
+2,675.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -1.8% |
| 7D | +7.3% | +0.4% | +6.9% | +7.0% |
| 30D | -0.7% | +9.9% | -10.6% | -7.4% |
| 3M | +9.5% | +5.6% | +3.8% | +2.5% |
| 6M | +41.6% | -13.6% | +55.2% | +58.0% |
| YTD | +23.3% | -16.7% | +40.1% | +40.1% |
| 1Y | +40.3% | -33.1% | +73.4% | +101.2% |
| 3Y | +692.2% | -27.1% | +719.2% | +837.2% |
| All | +2,672.5% | -2.4% | +2,675.0% | +1,292.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling