+136.0%
NVO vs CPRT
+380.0%
-244.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.4% |
| 7D | -7.6% | -11.2% | +3.6% | -4.5% |
| 30D | -6.0% | +3.3% | -9.3% | -7.0% |
| 3M | -0.8% | -3.6% | +2.8% | -0.3% |
| 6M | +16.5% | -15.8% | +32.2% | +21.3% |
| YTD | -11.1% | -23.5% | +12.4% | -5.0% |
| 1Y | -16.7% | -38.8% | +22.0% | -5.4% |
| 3Y | -52.9% | -33.4% | -19.5% | -48.2% |
| 5Y | -3.0% | -16.4% | +13.4% | -1.3% |
| All | +136.0% | +380.0% | -244.0% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling