+18,042.6%
CPRT vs CNI
+6,508.7%
+11,533.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +0.4% | +1.9% | -1.5% | -0.3% |
| 30D | +9.9% | -3.0% | +12.9% | +11.2% |
| 3M | +5.6% | +2.2% | +3.5% | +4.7% |
| 6M | -13.6% | +16.3% | -29.9% | -18.8% |
| YTD | -16.7% | +25.7% | -42.4% | -24.3% |
| 1Y | -33.1% | +30.4% | -63.5% | -40.1% |
| 3Y | -27.1% | +20.4% | -47.5% | -33.3% |
| 5Y | -9.9% | +10.4% | -20.3% | -15.1% |
| 10Y | +415.3% | +126.9% | +288.4% | +271.7% |
| All | +18,042.6% | +6,508.7% | +11,533.8% | +5,176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling