+3,345.7%
CPRT vs TCOM
+2,868.4%
+477.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.4% | -1.8% | +1.4% | -0.1% |
| 30D | +21.2% | +12.1% | +9.1% | +19.2% |
| 3M | +8.3% | -3.2% | +11.5% | +8.8% |
| 6M | -3.4% | -16.6% | +13.3% | -1.0% |
| YTD | -18.7% | -39.4% | +20.7% | -13.2% |
| 1Y | -23.5% | -41.5% | +18.0% | -17.9% |
| 3Y | -34.2% | +24.4% | -58.5% | -38.5% |
| 5Y | -18.2% | +41.6% | -59.8% | -28.4% |
| 10Y | +370.9% | +6.5% | +364.4% | +309.4% |
| All | +3,345.7% | +2,868.4% | +477.3% | +1,526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling