+387.6%
CPRT vs TD
+303.5%
+84.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | -8.4% | -2.6% | -5.9% | -7.2% |
| 30D | +4.6% | -1.0% | +5.6% | +5.0% |
| 3M | -1.9% | +5.6% | -7.6% | -5.4% |
| 6M | -15.3% | +27.1% | -42.4% | -26.3% |
| YTD | -21.5% | +29.4% | -50.9% | -32.4% |
| 1Y | -36.6% | +60.7% | -97.3% | -51.7% |
| 3Y | -31.2% | +127.6% | -158.8% | -57.9% |
| 5Y | -14.1% | +125.4% | -139.5% | -47.7% |
| All | +387.6% | +303.5% | +84.1% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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