+21,200.5%
CPRT vs TAP
+761.9%
+20,438.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +1.6% | -7.8% | +9.4% | +3.0% |
| 30D | +18.8% | +7.1% | +11.7% | +17.5% |
| 3M | +9.4% | -7.0% | +16.5% | +10.7% |
| 6M | -4.4% | -3.8% | -0.6% | -3.7% |
| YTD | -17.1% | -11.7% | -5.4% | -15.7% |
| 1Y | -19.9% | -10.1% | -9.8% | -18.8% |
| 3Y | -30.5% | -23.7% | -6.8% | -28.1% |
| 5Y | -15.9% | +2.9% | -18.8% | -17.6% |
| 10Y | +386.7% | -49.5% | +436.2% | +408.9% |
| All | +21,200.5% | +761.9% | +20,438.6% | +19,779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling