+387.6%
CPRT vs LNG
+561.0%
-173.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -8.4% | -4.5% | -4.0% | -7.6% |
| 30D | +4.6% | +4.7% | -0.1% | +3.6% |
| 3M | -1.9% | +15.1% | -17.1% | -5.0% |
| 6M | -15.3% | +13.6% | -28.9% | -18.2% |
| YTD | -21.5% | +44.0% | -65.4% | -28.0% |
| 1Y | -36.6% | +18.4% | -55.0% | -39.4% |
| 3Y | -31.2% | +75.9% | -107.1% | -40.7% |
| 5Y | -14.1% | +231.7% | -245.8% | -39.4% |
| All | +387.6% | +561.0% | -173.4% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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