+22,034.1%
CPRT vs CNP
+1,206.7%
+20,827.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +16.6% | -1.8% | +18.5% | +17.0% |
| 3M | +9.6% | -4.6% | +14.2% | +10.6% |
| 6M | -11.1% | -8.8% | -2.3% | -9.7% |
| YTD | -13.9% | +5.2% | -19.1% | -14.8% |
| 1Y | -32.5% | +8.3% | -40.8% | -33.7% |
| 3Y | -25.0% | +54.9% | -79.9% | -31.5% |
| 5Y | -7.4% | +73.5% | -80.9% | -17.3% |
| 10Y | +422.0% | +139.1% | +282.9% | +329.5% |
| All | +22,034.1% | +1,206.7% | +20,827.4% | +14,700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling