-23.9%
CPRT vs TDG
-5.9%
-18.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.8% |
| 7D | +12.6% | +7.1% | +5.6% | +10.7% |
| 30D | +18.0% | +11.4% | +6.6% | +15.0% |
| 3M | +11.0% | -4.6% | +15.5% | +12.0% |
| 6M | -2.0% | +5.8% | -7.9% | -3.1% |
| YTD | -16.7% | -8.5% | -8.2% | -14.4% |
| 1Y | -23.9% | -5.8% | -18.1% | -23.0% |
| All | -23.9% | -5.9% | -18.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling