+18,836.2%
CPRT vs TD
+8,082.4%
+10,753.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -0.7% | +4.7% | +4.3% |
| 30D | +18.2% | +7.6% | +10.6% | +15.2% |
| 3M | +9.2% | +3.0% | +6.1% | +7.7% |
| 6M | -4.8% | +16.8% | -21.7% | -10.5% |
| YTD | -17.5% | +34.3% | -51.8% | -26.4% |
| 1Y | -22.0% | +56.0% | -78.0% | -34.1% |
| 3Y | -33.7% | +132.4% | -166.1% | -52.0% |
| 5Y | -15.0% | +103.7% | -118.6% | -35.7% |
| 10Y | +385.2% | +299.2% | +86.0% | +188.3% |
| All | +18,836.2% | +8,082.4% | +10,753.7% | +7,031.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling