-69.2%
CPNG vs CPRT
+16.8%
-85.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -6.8% | -0.4% | -6.4% | -6.5% |
| 30D | +5.5% | +21.2% | -15.7% | -5.1% |
| 3M | -6.8% | +8.3% | -15.1% | -11.7% |
| 6M | -4.8% | -3.4% | -1.5% | -5.0% |
| YTD | -35.6% | -18.7% | -16.9% | -28.8% |
| 1Y | -46.8% | -23.5% | -23.2% | -38.8% |
| 3Y | -0.8% | -34.2% | +33.4% | +17.8% |
| 5Y | -42.9% | -18.2% | -24.7% | -54.8% |
| All | -69.2% | +16.8% | -85.9% | -75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling