+3,550.3%
CPRT vs TCOM
+2,694.8%
+855.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +2.2% | -9.5% | +11.7% | +3.7% |
| 30D | +16.6% | -10.7% | +27.4% | +18.6% |
| 3M | +9.6% | -14.6% | +24.2% | +11.9% |
| 6M | -11.1% | -19.3% | +8.2% | -8.6% |
| YTD | -13.9% | -42.9% | +29.1% | -7.2% |
| 1Y | -32.5% | -43.8% | +11.3% | -27.2% |
| 3Y | -25.0% | +2.1% | -27.1% | -28.0% |
| 5Y | -7.4% | +31.2% | -38.6% | -18.2% |
| 10Y | +422.0% | -13.9% | +435.9% | +367.4% |
| All | +3,550.3% | +2,694.8% | +855.6% | +1,638.6% |
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 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