+374.9%
CPRT vs RNG
+222.9%
+152.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -11.2% | -6.1% | -5.1% | -10.2% |
| 30D | +3.3% | +9.6% | -6.3% | +1.6% |
| 3M | -3.6% | +83.3% | -86.9% | -13.7% |
| 6M | -15.8% | +77.9% | -93.7% | -25.1% |
| YTD | -23.5% | +139.9% | -163.4% | -36.6% |
| 1Y | -38.8% | +121.7% | -160.4% | -48.7% |
| 3Y | -33.4% | +121.9% | -155.3% | -46.5% |
| 5Y | -16.4% | -68.4% | +52.0% | -9.7% |
| All | +374.9% | +222.9% | +152.0% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling