-24.4%
CPRT vs TAP
-27.5%
+3.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | -2.3% | +4.5% | +2.8% |
| 30D | +16.6% | -2.1% | +18.8% | +17.2% |
| 3M | +9.6% | +6.6% | +3.0% | +8.4% |
| 6M | -11.1% | -11.5% | +0.4% | -9.2% |
| YTD | -13.9% | -10.3% | -3.6% | -12.7% |
| 1Y | -32.5% | -14.4% | -18.1% | -31.0% |
| All | -24.4% | -27.5% | +3.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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