-51.3%
NVO vs CPRT
-28.6%
-22.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -5.4% | +8.2% | -13.7% | -7.8% |
| 3M | +7.0% | +2.3% | +4.7% | +5.7% |
| 6M | +17.6% | -14.7% | +32.4% | +23.0% |
| YTD | -8.0% | -18.2% | +10.1% | -2.8% |
| 1Y | -13.8% | -33.4% | +19.5% | -3.2% |
| All | -51.3% | -28.6% | -22.7% | -49.0% |
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