-28.8%
CPRT vs RNG
+122.1%
-150.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -0.4% | -4.1% | +3.6% | 0.0% |
| 30D | +8.2% | +8.6% | -0.4% | +7.2% |
| 3M | +2.3% | +78.0% | -75.7% | -4.1% |
| 6M | -14.7% | +67.0% | -81.8% | -20.1% |
| YTD | -18.2% | +142.4% | -160.6% | -27.1% |
| 1Y | -33.4% | +120.4% | -153.8% | -40.0% |
| All | -28.8% | +122.1% | -150.9% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling