+21,102.0%
CPRT vs RGEN
+2,576.6%
+18,525.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | +4.0% | -2.4% | +6.4% | +4.1% |
| 30D | +18.2% | +0.1% | +18.2% | +18.2% |
| 3M | +9.2% | +6.6% | +2.5% | +8.6% |
| 6M | -4.8% | +40.9% | -45.8% | -6.9% |
| YTD | -17.5% | +6.2% | -23.7% | -18.1% |
| 1Y | -22.0% | +19.4% | -41.4% | -23.1% |
| 3Y | -33.7% | +17.9% | -51.6% | -35.3% |
| 5Y | -15.0% | -34.0% | +19.0% | -15.4% |
| 10Y | +385.2% | +453.9% | -68.7% | +337.0% |
| All | +21,102.0% | +2,576.6% | +18,525.4% | +16,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling