-44.1%
CPNG vs CPRT
-15.3%
-28.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | +7.2% | +4.0% | +3.2% | +5.0% |
| 30D | +3.2% | +18.2% | -15.0% | -6.4% |
| 3M | +0.9% | +9.2% | -8.3% | -5.2% |
| 6M | -3.8% | -4.8% | +1.0% | -2.9% |
| YTD | -30.8% | -17.5% | -13.3% | -23.6% |
| 1Y | -43.5% | -22.0% | -21.5% | -35.3% |
| 3Y | +6.6% | -33.7% | +40.3% | +26.7% |
| All | -44.1% | -15.3% | -28.8% | -60.2% |
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