-36.6%
CPRT vs RNG
+120.2%
-156.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -8.4% | -9.6% | +1.2% | -7.8% |
| 30D | +4.6% | +8.8% | -4.2% | +4.0% |
| 3M | -1.9% | +78.6% | -80.6% | -5.3% |
| 6M | -15.3% | +70.3% | -85.6% | -18.4% |
| YTD | -21.5% | +140.3% | -161.8% | -25.2% |
| 1Y | -36.6% | +126.6% | -163.2% | -40.3% |
| All | -36.6% | +120.2% | -156.8% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling