+1,747.1%
NXPI vs CPRT
+1,412.1%
+335.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.0% |
| 7D | +1.9% | +2.2% | -0.3% | +0.2% |
| 30D | -1.4% | +16.6% | -18.1% | -12.0% |
| 3M | -29.1% | +9.6% | -38.6% | -35.2% |
| 6M | +6.2% | -11.1% | +17.3% | +11.5% |
| YTD | +5.9% | -13.9% | +19.7% | +12.7% |
| 1Y | +2.9% | -32.5% | +35.4% | +30.1% |
| 3Y | +14.5% | -25.0% | +39.5% | +31.1% |
| 5Y | +17.1% | -7.4% | +24.4% | +13.7% |
| 10Y | +193.4% | +422.0% | -228.6% | -21.3% |
| All | +1,747.1% | +1,412.1% | +335.0% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling