+651.2%
NVDL vs CPRT
-31.4%
+682.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -2.7% |
| 7D | -8.7% | -8.4% | -0.3% | -4.4% |
| 30D | -1.3% | +4.6% | -5.9% | -3.9% |
| 3M | +11.4% | -1.9% | +13.3% | +11.1% |
| 6M | +22.9% | -15.3% | +38.2% | +36.3% |
| YTD | +15.4% | -21.5% | +36.9% | +34.2% |
| 1Y | +18.8% | -36.6% | +55.4% | +69.0% |
| All | +651.2% | -31.4% | +682.7% | +806.6% |
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