-69.0%
CPNG vs CPRT
+23.7%
-92.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -7.4% | +2.2% | -9.7% | -8.7% |
| 30D | -4.4% | +16.6% | -21.1% | -12.8% |
| 3M | -7.5% | +9.6% | -17.1% | -13.6% |
| 6M | -19.9% | -11.1% | -8.8% | -15.2% |
| YTD | -35.2% | -13.9% | -21.3% | -30.3% |
| 1Y | -46.8% | -32.5% | -14.3% | -32.9% |
| 3Y | -20.2% | -25.0% | +4.9% | -13.9% |
| 5Y | -48.4% | -7.4% | -41.0% | -61.2% |
| All | -69.0% | +23.7% | -92.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling