+770.5%
CPRT vs RNG
+327.7%
+442.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.0% |
| 7D | +2.2% | +5.8% | -3.6% | +1.3% |
| 30D | +16.6% | +19.6% | -3.0% | +13.2% |
| 3M | +9.6% | +67.0% | -57.4% | 0.0% |
| 6M | -11.1% | +88.4% | -99.5% | -21.2% |
| YTD | -13.9% | +155.5% | -169.4% | -28.6% |
| 1Y | -32.5% | +141.7% | -174.2% | -43.8% |
| 3Y | -25.0% | +131.1% | -156.1% | -39.3% |
| 5Y | -7.4% | -70.6% | +63.2% | -0.9% |
| 10Y | +422.0% | +228.2% | +193.8% | +264.9% |
| All | +770.5% | +327.7% | +442.7% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling