+17.7%
NXPI vs CPRT
-9.0%
+26.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +0.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -6.6% | +9.9% | -16.5% | -12.5% |
| 3M | -25.4% | +5.6% | -31.0% | -29.5% |
| 6M | +11.9% | -13.6% | +25.5% | +20.9% |
| YTD | +4.0% | -16.7% | +20.8% | +14.5% |
| 1Y | +1.0% | -33.1% | +34.2% | +31.1% |
| 3Y | +16.3% | -27.1% | +43.4% | +34.6% |
| 5Y | +17.7% | -9.9% | +27.6% | +7.9% |
| All | +17.7% | -9.0% | +26.7% | +7.9% |
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 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