+22,034.1%
CPRT vs RGEN
+2,478.5%
+19,555.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +2.2% | -4.9% | +7.1% | +2.5% |
| 30D | +16.6% | +5.7% | +11.0% | +16.3% |
| 3M | +9.6% | +32.4% | -22.9% | +7.8% |
| 6M | -11.1% | +33.2% | -44.3% | -12.7% |
| YTD | -13.9% | +2.3% | -16.2% | -14.2% |
| 1Y | -32.5% | +39.0% | -71.5% | -34.0% |
| 3Y | -25.0% | -4.6% | -20.4% | -26.0% |
| 5Y | -7.4% | -42.7% | +35.3% | -7.1% |
| 10Y | +422.0% | +433.6% | -11.6% | +371.6% |
| All | +22,034.1% | +2,478.5% | +19,555.7% | +16,924.6% |
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