-38.8%
CPRT vs CNI
+33.8%
-72.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -11.2% | -0.4% | -10.8% | -11.1% |
| 30D | +3.3% | -2.7% | +6.0% | +3.9% |
| 3M | -3.6% | +3.9% | -7.5% | -4.3% |
| 6M | -15.8% | +16.4% | -32.1% | -18.9% |
| YTD | -23.5% | +25.8% | -49.3% | -28.3% |
| 1Y | -38.8% | +32.4% | -71.1% | -43.9% |
| All | -38.8% | +33.8% | -72.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling