-9.8%
CPRT vs TCOM
+25.9%
-35.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.3% |
| 7D | -0.4% | -10.2% | +9.8% | +0.9% |
| 30D | +8.2% | -16.8% | +25.1% | +10.7% |
| 3M | +2.3% | -16.7% | +19.0% | +4.4% |
| 6M | -14.7% | -27.1% | +12.3% | -11.6% |
| YTD | -18.2% | -45.5% | +27.3% | -12.5% |
| 1Y | -33.4% | -45.9% | +12.5% | -28.8% |
| 3Y | -28.3% | +9.8% | -38.1% | -32.0% |
| 5Y | -9.8% | +23.8% | -33.6% | -20.6% |
| All | -9.8% | +25.9% | -35.7% | -20.6% |
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