-11.1%
CPRT vs RNG
+99.4%
-110.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.8% |
| 7D | +2.2% | +5.8% | -3.6% | +1.6% |
| 30D | +16.6% | +19.6% | -3.0% | +14.2% |
| 3M | +9.6% | +67.0% | -57.4% | +3.3% |
| 6M | -11.1% | +88.4% | -99.5% | -17.3% |
| All | -11.1% | +99.4% | -110.5% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling