+1,266.3%
NVDL vs CPRT
-4.7%
+1,271.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -24.8% | -0.4% | -24.4% | -24.7% |
| 30D | -48.0% | +21.2% | -69.2% | -54.1% |
| 3M | -51.5% | +8.3% | -59.8% | -54.9% |
| 6M | -54.9% | -3.4% | -51.6% | -55.3% |
| YTD | -39.2% | -18.7% | -20.5% | -30.7% |
| 1Y | -41.1% | -23.5% | -17.6% | -28.6% |
| 3Y | +262.9% | -34.2% | +297.1% | +386.9% |
| All | +1,266.3% | -4.7% | +1,271.1% | +588.8% |
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