-46.9%
CPNG vs CPRT
-24.7%
-22.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.0% | +6.9% | +11.0% |
| 7D | +20.8% | +12.6% | +8.2% | +18.4% |
| 30D | +20.1% | +18.0% | +2.1% | +16.7% |
| 3M | +1.6% | +11.0% | -9.3% | -0.4% |
| 6M | -15.8% | -2.0% | -13.8% | -16.4% |
| YTD | -27.7% | -16.7% | -11.0% | -25.5% |
| 1Y | -46.9% | -23.9% | -23.1% | -44.3% |
| All | -46.9% | -24.7% | -22.2% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling