-33.4%
CPRT vs REGN
-4.3%
-29.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -11.2% | -5.6% | -5.6% | -10.6% |
| 30D | +3.3% | -2.0% | +5.3% | +3.5% |
| 3M | -3.6% | +28.0% | -31.5% | -5.9% |
| 6M | -15.8% | +1.2% | -16.9% | -16.0% |
| YTD | -23.5% | +1.6% | -25.1% | -23.9% |
| 1Y | -38.8% | +38.2% | -77.0% | -41.5% |
| 3Y | -33.4% | -5.4% | -28.1% | -30.7% |
| All | -33.4% | -4.3% | -29.1% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling