-18.7%
CPRT vs TAP
+0.6%
-19.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -1.4% |
| 7D | -0.4% | +1.3% | -1.6% | -0.7% |
| 30D | +21.2% | +5.7% | +15.4% | +19.4% |
| 3M | +8.3% | -1.9% | +10.2% | +8.7% |
| 6M | -3.4% | +0.9% | -4.3% | -3.6% |
| YTD | -18.7% | -9.5% | -9.2% | -17.4% |
| 1Y | -23.5% | -9.0% | -14.6% | -22.5% |
| 3Y | -34.2% | -22.2% | -11.9% | -31.4% |
| All | -18.7% | +0.6% | -19.3% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling