+374.9%
CPRT vs CGNX
+193.6%
+181.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.6% |
| 7D | -11.2% | +3.2% | -14.3% | -11.9% |
| 30D | +3.3% | +6.0% | -2.7% | +1.7% |
| 3M | -3.6% | +3.5% | -7.1% | -5.6% |
| 6M | -15.8% | +26.3% | -42.0% | -22.2% |
| YTD | -23.5% | +79.2% | -102.7% | -37.9% |
| 1Y | -38.8% | +43.8% | -82.5% | -47.5% |
| 3Y | -33.4% | +52.0% | -85.4% | -47.0% |
| 5Y | -16.4% | -24.0% | +7.7% | -17.7% |
| All | +374.9% | +193.6% | +181.3% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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