-9.9%
CPRT vs RGEN
-42.7%
+32.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| 3M | +5.6% | +34.5% | -28.8% | -0.4% |
| 6M | -13.6% | +40.5% | -54.1% | -19.7% |
| YTD | -16.7% | +2.8% | -19.6% | -18.1% |
| 1Y | -33.1% | +39.6% | -72.8% | -38.3% |
| 3Y | -27.1% | +4.4% | -31.5% | -31.8% |
| 5Y | -9.9% | -42.8% | +32.9% | -13.4% |
| All | -9.9% | -42.7% | +32.9% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling