+43.2%
NXPI vs CPRT
-30.7%
+73.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -4.4% | +6.0% | -10.4% | -6.0% |
| 30D | +5.6% | +20.0% | -14.5% | +0.2% |
| 3M | +7.6% | +10.1% | -2.5% | +3.4% |
| 6M | -17.6% | -4.3% | -13.2% | -16.9% |
| YTD | +15.9% | -18.4% | +34.3% | +26.5% |
| 1Y | +22.4% | -20.1% | +42.5% | +35.0% |
| 3Y | +43.2% | -30.4% | +73.6% | +67.9% |
| All | +43.2% | -30.7% | +73.9% | +67.9% |
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 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