+363.9%
CPRT vs TD
+300.1%
+63.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | +21.4% | +5.0% | +16.4% | +18.3% |
| 3M | +10.4% | +1.1% | +9.3% | +9.4% |
| 6M | -4.3% | +16.5% | -20.8% | -12.6% |
| YTD | -18.3% | +34.3% | -52.5% | -31.2% |
| 1Y | -22.5% | +52.9% | -75.3% | -39.3% |
| 3Y | -34.3% | +132.2% | -166.6% | -60.2% |
| 5Y | -17.8% | +101.9% | -119.6% | -46.3% |
| All | +363.9% | +300.1% | +63.8% | +101.1% |
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