-27.1%
CPRT vs LNG
+76.4%
-103.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -3.0% |
| 7D | +0.4% | -6.2% | +6.6% | +0.8% |
| 30D | +9.9% | +8.0% | +1.9% | +9.4% |
| 3M | +5.6% | +16.9% | -11.3% | +4.3% |
| 6M | -13.6% | +8.7% | -22.3% | -14.5% |
| YTD | -16.7% | +43.0% | -59.7% | -20.5% |
| 1Y | -33.1% | +19.4% | -52.6% | -34.7% |
| 3Y | -27.1% | +74.7% | -101.8% | -31.7% |
| All | -27.1% | +76.4% | -103.5% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling