+361.5%
CPRT vs TD
+300.0%
+61.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +1.1% | -1.5% | -0.9% |
| 30D | +21.2% | +5.2% | +16.0% | +18.0% |
| 3M | +8.3% | +1.2% | +7.1% | +7.2% |
| 6M | -3.4% | +17.7% | -21.1% | -12.3% |
| YTD | -18.7% | +34.2% | -52.9% | -31.5% |
| 1Y | -23.5% | +55.4% | -79.0% | -40.7% |
| 3Y | -34.2% | +130.4% | -164.6% | -59.9% |
| 5Y | -18.2% | +101.8% | -120.0% | -46.6% |
| All | +361.5% | +300.0% | +61.5% | +100.0% |
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