-22.5%
CPRT vs CNQ
+60.9%
-83.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.6% |
| 7D | +9.9% | -11.2% | +21.1% | +8.6% |
| 30D | +21.1% | +1.7% | +19.4% | +20.5% |
| 3M | +12.3% | +10.3% | +2.0% | +12.5% |
| 6M | -2.0% | +4.3% | -6.3% | -1.7% |
| YTD | -17.0% | +48.7% | -65.8% | -20.8% |
| 1Y | -22.5% | +57.9% | -80.4% | -27.8% |
| All | -22.5% | +60.9% | -83.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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