+387.6%
CPRT vs TCOM
-10.5%
+398.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -8.4% | -6.5% | -1.9% | -7.4% |
| 30D | +4.6% | -16.2% | +20.8% | +7.6% |
| 3M | -1.9% | -19.3% | +17.4% | +1.3% |
| 6M | -15.3% | -27.2% | +11.9% | -11.2% |
| YTD | -21.5% | -46.2% | +24.7% | -13.9% |
| 1Y | -36.6% | -46.6% | +10.0% | -30.6% |
| 3Y | -31.2% | +8.4% | -39.6% | -35.5% |
| 5Y | -14.1% | +25.8% | -39.9% | -26.0% |
| All | +387.6% | -10.5% | +398.2% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling