-33.1%
CPRT vs CNP
+9.0%
-42.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.5% |
| 7D | +0.4% | +1.6% | -1.2% | +0.2% |
| 30D | +9.9% | -0.8% | +10.7% | +10.1% |
| 3M | +5.6% | -3.6% | +9.2% | +6.8% |
| 6M | -13.6% | -6.9% | -6.7% | -12.7% |
| YTD | -16.7% | +6.4% | -23.2% | -16.2% |
| 1Y | -33.1% | +9.9% | -43.1% | -33.5% |
| All | -33.1% | +9.0% | -42.1% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling