-51.2%
CPNG vs CPRT
-8.8%
-42.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | -7.6% | -0.4% | -7.2% | -7.5% |
| 30D | -8.8% | +8.2% | -17.1% | -13.4% |
| 3M | -7.2% | +2.3% | -9.5% | -10.0% |
| 6M | -21.5% | -14.7% | -6.8% | -14.7% |
| YTD | -37.4% | -18.2% | -19.2% | -30.4% |
| 1Y | -54.3% | -33.4% | -21.0% | -41.6% |
| 3Y | -20.3% | -28.3% | +8.0% | -12.4% |
| 5Y | -51.2% | -9.8% | -41.4% | -64.0% |
| All | -51.2% | -8.8% | -42.4% | -64.0% |
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 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