-13.5%
CPRT vs CNQ
+12.6%
-26.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -4.2% |
| 7D | -8.4% | -0.7% | -7.8% | -8.5% |
| 30D | +4.6% | +6.7% | -2.1% | +5.8% |
| 3M | -1.9% | +12.8% | -14.7% | +0.3% |
| All | -13.5% | +12.6% | -26.1% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling