+1,844.8%
CPRT vs TDG
+13,063.4%
-11,218.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.8% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +9.9% | -6.5% | +16.5% | +12.3% |
| 3M | +5.6% | -5.1% | +10.7% | +7.3% |
| 6M | -13.6% | -11.5% | -2.1% | -10.5% |
| YTD | -16.7% | -13.9% | -2.8% | -13.2% |
| 1Y | -33.1% | -11.5% | -21.7% | -31.1% |
| 3Y | -27.1% | +53.7% | -80.7% | -38.8% |
| 5Y | -9.9% | +135.5% | -145.4% | -34.9% |
| 10Y | +415.3% | +535.2% | -119.8% | +156.6% |
| All | +1,844.8% | +13,063.4% | -11,218.6% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling