+386.7%
CPRT vs CNP
+142.6%
+244.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.6% | -4.3% | +5.9% | +3.1% |
| 30D | +18.8% | +5.7% | +13.1% | +16.4% |
| 3M | +9.4% | +0.9% | +8.5% | +8.8% |
| 6M | -4.4% | -1.1% | -3.3% | -4.3% |
| YTD | -17.1% | +8.3% | -25.4% | -19.9% |
| 1Y | -19.9% | +5.9% | -25.8% | -22.0% |
| 3Y | -30.5% | +64.6% | -95.1% | -43.2% |
| 5Y | -15.9% | +74.6% | -90.5% | -33.4% |
| 10Y | +386.7% | +139.8% | +246.8% | +220.4% |
| All | +386.7% | +142.6% | +244.1% | +220.4% |
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