-9.8%
CPRT vs LNG
+222.3%
-232.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | -6.7% | +6.3% | +0.3% |
| 30D | +8.2% | +3.9% | +4.4% | +7.8% |
| 3M | +2.3% | +15.5% | -13.2% | +0.6% |
| 6M | -14.7% | +10.5% | -25.3% | -16.1% |
| YTD | -18.2% | +43.0% | -61.1% | -22.1% |
| 1Y | -33.4% | +18.9% | -52.2% | -35.1% |
| 3Y | -28.3% | +74.7% | -103.0% | -33.9% |
| 5Y | -9.8% | +231.2% | -241.1% | -29.4% |
| All | -9.8% | +222.3% | -232.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling