+374.9%
CPRT vs CNC
+99.9%
+275.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | +3.3% | -1.0% | +4.3% | +3.4% |
| 3M | -3.6% | +4.5% | -8.1% | -4.7% |
| 6M | -15.8% | +85.2% | -101.0% | -25.5% |
| YTD | -23.5% | +61.4% | -84.9% | -30.9% |
| 1Y | -38.8% | +94.9% | -133.6% | -47.1% |
| 3Y | -33.4% | 0.0% | -33.4% | -36.9% |
| 5Y | -16.4% | +11.2% | -27.6% | -24.2% |
| All | +374.9% | +99.9% | +275.0% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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