-14.1%
CPRT vs TDG
+125.9%
-140.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -8.4% | -2.7% | -5.8% | -7.4% |
| 30D | +4.6% | -9.3% | +13.9% | +8.8% |
| 3M | -1.9% | -7.1% | +5.1% | +0.8% |
| 6M | -15.3% | -11.2% | -4.2% | -11.7% |
| YTD | -21.5% | -15.3% | -6.2% | -16.7% |
| 1Y | -36.6% | -12.5% | -24.2% | -34.0% |
| 3Y | -31.2% | +51.2% | -82.4% | -48.8% |
| 5Y | -14.1% | +126.1% | -140.3% | -49.8% |
| All | -14.1% | +125.9% | -140.0% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling