-9.8%
CPRT vs TD
+123.1%
-132.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -0.4% | -1.9% | +1.5% | +0.4% |
| 30D | +8.2% | -1.6% | +9.8% | +8.8% |
| 3M | +2.3% | +4.6% | -2.3% | -0.2% |
| 6M | -14.7% | +26.8% | -41.6% | -23.7% |
| YTD | -18.2% | +28.3% | -46.5% | -27.3% |
| 1Y | -33.4% | +60.4% | -93.8% | -46.6% |
| 3Y | -28.3% | +125.7% | -154.0% | -52.3% |
| 5Y | -9.8% | +122.4% | -132.2% | -42.2% |
| All | -9.8% | +123.1% | -132.9% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling