+361.5%
CPRT vs LNG
+811.3%
-449.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.4% | +11.3% | -11.7% | -2.4% |
| 30D | +21.2% | +10.6% | +10.5% | +18.4% |
| 3M | +8.3% | +16.1% | -7.8% | +4.7% |
| 6M | -3.4% | +29.6% | -32.9% | -9.0% |
| YTD | -18.7% | +60.3% | -79.0% | -27.3% |
| 1Y | -23.5% | +46.1% | -69.6% | -30.3% |
| 3Y | -34.2% | +85.9% | -120.1% | -44.0% |
| 5Y | -18.2% | +210.8% | -229.0% | -40.9% |
| All | +361.5% | +811.3% | -449.9% | +156.2% |
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