-15.4%
CPRT vs TCOM
+43.1%
-58.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -1.4% | +2.2% | -3.5% | -1.7% |
| 30D | +21.5% | +12.5% | +9.0% | +19.7% |
| 3M | +9.4% | -5.6% | +15.0% | +10.2% |
| 6M | -3.3% | -16.5% | +13.1% | -1.4% |
| YTD | -17.8% | -39.4% | +21.5% | -13.2% |
| 1Y | -22.2% | -41.0% | +18.8% | -17.5% |
| 3Y | -34.0% | +29.2% | -63.2% | -38.9% |
| 5Y | -15.4% | +41.6% | -57.1% | -25.4% |
| All | -15.4% | +43.1% | -58.5% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling