+23,658.7%
CPRT vs LNG
+1,178.8%
+22,479.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +2.2% | +3.4% | -1.2% | +2.1% |
| 30D | +16.6% | +14.9% | +1.8% | +16.1% |
| 3M | +9.6% | +21.4% | -11.8% | +8.9% |
| 6M | -11.1% | +17.8% | -28.9% | -11.7% |
| YTD | -13.9% | +51.3% | -65.2% | -15.0% |
| 1Y | -32.5% | +24.4% | -57.0% | -33.0% |
| 3Y | -25.0% | +79.7% | -104.7% | -26.5% |
| 5Y | -7.4% | +241.3% | -248.7% | -11.2% |
| 10Y | +422.0% | +603.1% | -181.2% | +388.7% |
| All | +23,658.7% | +1,178.8% | +22,479.9% | +19,699.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling