-28.8%
CPRT vs CNC
-2.4%
-26.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -0.4% | -4.9% | +4.5% | -0.1% |
| 30D | +8.2% | -3.8% | +12.0% | +8.5% |
| 3M | +2.3% | -3.2% | +5.5% | +2.4% |
| 6M | -14.7% | +47.9% | -62.6% | -17.2% |
| YTD | -18.2% | +55.7% | -73.9% | -20.8% |
| 1Y | -33.4% | +106.2% | -139.6% | -36.7% |
| All | -28.8% | -2.4% | -26.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling