-32.2%
CPRT vs RGEN
+40.4%
-72.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +9.9% | +2.8% | +7.1% | +9.4% |
| 3M | +5.6% | +34.5% | -28.8% | +1.4% |
| 6M | -13.6% | +40.5% | -54.1% | -17.7% |
| YTD | -16.7% | +2.8% | -19.6% | -19.5% |
| All | -32.2% | +40.4% | -72.6% | -35.2% |
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