-27.1%
CPRT vs TD
+128.4%
-155.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +9.9% | -0.7% | +10.6% | +10.0% |
| 3M | +5.6% | +6.3% | -0.6% | +3.6% |
| 6M | -13.6% | +27.9% | -41.5% | -19.9% |
| YTD | -16.7% | +29.8% | -46.5% | -23.1% |
| 1Y | -33.1% | +63.7% | -96.8% | -42.4% |
| 3Y | -27.1% | +128.3% | -155.4% | -44.8% |
| All | -27.1% | +128.4% | -155.5% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling