-3.1%
NVO vs CPRT
-17.3%
+14.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.3% |
| 7D | -7.6% | -11.2% | +3.6% | -4.0% |
| 30D | -6.0% | +3.3% | -9.3% | -7.2% |
| 3M | -0.8% | -3.6% | +2.8% | -0.2% |
| 6M | +16.5% | -15.8% | +32.2% | +22.3% |
| YTD | -11.1% | -23.5% | +12.4% | -3.7% |
| 1Y | -16.7% | -38.8% | +22.0% | -3.0% |
| 3Y | -52.9% | -33.4% | -19.5% | -47.7% |
| All | -3.1% | -17.3% | +14.2% | 0.0% |
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 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