-9.8%
CPRT vs CNC
+2.3%
-12.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | +2.3% | -3.2% | +5.5% | +2.5% |
| 6M | -14.7% | +47.9% | -62.6% | -18.7% |
| YTD | -18.2% | +55.7% | -73.9% | -22.5% |
| 1Y | -33.4% | +106.2% | -139.6% | -39.1% |
| 3Y | -28.3% | -2.1% | -26.3% | -29.6% |
| 5Y | -9.8% | +3.4% | -13.2% | -6.5% |
| All | -9.8% | +2.3% | -12.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling