+412.4%
CPRT vs CNP
+132.2%
+280.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +8.2% | -0.1% | +8.3% | +8.2% |
| 3M | +2.3% | -5.6% | +7.9% | +4.4% |
| 6M | -14.7% | -7.5% | -7.3% | -12.6% |
| YTD | -18.2% | +5.5% | -23.7% | -20.1% |
| 1Y | -33.4% | +8.3% | -41.7% | -35.6% |
| 3Y | -28.3% | +51.8% | -80.1% | -39.6% |
| 5Y | -9.8% | +69.9% | -79.7% | -27.9% |
| 10Y | +412.4% | +139.9% | +272.4% | +223.4% |
| All | +412.4% | +132.2% | +280.1% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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