-28.8%
CPRT vs RGEN
+2.1%
-30.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -1.5% |
| 7D | -0.4% | -4.6% | +4.2% | +0.2% |
| 30D | +8.2% | +1.2% | +7.1% | +8.0% |
| 3M | +2.3% | +26.8% | -24.5% | -1.1% |
| 6M | -14.7% | +29.1% | -43.8% | -18.1% |
| YTD | -18.2% | +0.7% | -18.9% | -19.0% |
| 1Y | -33.4% | +39.1% | -72.4% | -37.0% |
| All | -28.8% | +2.1% | -30.9% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling