+20,872.3%
CPRT vs TAP
+772.3%
+20,100.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.9% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | +20.0% | +9.1% | +10.9% | +18.3% |
| 3M | +10.1% | -3.8% | +13.9% | +10.8% |
| 6M | -4.3% | -3.4% | -0.9% | -3.7% |
| YTD | -18.4% | -10.6% | -7.8% | -17.1% |
| 1Y | -20.1% | -4.4% | -15.7% | -19.8% |
| 3Y | -30.4% | -24.4% | -6.0% | -27.9% |
| 5Y | -17.0% | +2.1% | -19.1% | -18.5% |
| 10Y | +403.2% | -48.7% | +452.0% | +424.9% |
| All | +20,872.3% | +772.3% | +20,100.0% | +19,434.7% |
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