-23.9%
CPRT vs RGEN
+19.5%
-43.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | +12.6% | -3.5% | +16.2% | +13.1% |
| 30D | +18.0% | -6.0% | +23.9% | +18.9% |
| 3M | +11.0% | +19.0% | -8.0% | +7.2% |
| 6M | -2.0% | +50.7% | -52.8% | -8.5% |
| YTD | -16.7% | +8.8% | -25.4% | -21.4% |
| 1Y | -23.9% | +21.3% | -45.2% | -27.5% |
| All | -23.9% | +19.5% | -43.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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