-38.8%
CPRT vs REGN
+41.3%
-80.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -11.2% | -5.6% | -5.6% | -11.0% |
| 30D | +3.3% | -2.0% | +5.3% | +3.4% |
| 3M | -3.6% | +28.0% | -31.5% | -3.9% |
| 6M | -15.8% | +1.2% | -16.9% | -16.3% |
| YTD | -23.5% | +1.6% | -25.1% | -24.0% |
| 1Y | -38.8% | +38.2% | -77.0% | -39.3% |
| All | -38.8% | +41.3% | -80.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling