-34.2%
CPRT vs RNG
+179.0%
-213.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -0.4% | +4.6% | -5.0% | -0.8% |
| 30D | +21.2% | +0.4% | +20.7% | +20.8% |
| 3M | +8.3% | +11.4% | -3.1% | +6.8% |
| 6M | -3.4% | +95.7% | -99.0% | -10.2% |
| YTD | -18.7% | +162.9% | -181.6% | -27.5% |
| 1Y | -23.5% | +180.3% | -203.8% | -32.5% |
| 3Y | -34.2% | +188.3% | -222.5% | -40.0% |
| All | -34.2% | +179.0% | -213.2% | -40.0% |
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