-70.2%
CPNG vs CPRT
+12.8%
-83.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +1.6% |
| 7D | -5.4% | -8.4% | +3.0% | -0.7% |
| 30D | -11.1% | +4.6% | -15.7% | -13.8% |
| 3M | -3.0% | -1.9% | -1.0% | -3.5% |
| 6M | -23.5% | -15.3% | -8.2% | -17.0% |
| YTD | -37.8% | -21.5% | -16.4% | -29.6% |
| 1Y | -54.3% | -36.6% | -17.7% | -40.6% |
| 3Y | -20.8% | -31.2% | +10.4% | -10.5% |
| 5Y | -51.1% | -14.1% | -36.9% | -61.4% |
| All | -70.2% | +12.8% | -83.0% | -76.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling