-32.5%
CPRT vs TDY
+11.8%
-44.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +2.2% | -1.8% | +4.0% | +2.3% |
| 30D | +16.6% | -10.7% | +27.3% | +17.3% |
| 3M | +9.6% | -1.3% | +10.9% | +9.1% |
| 6M | -11.1% | -10.6% | -0.6% | -10.0% |
| YTD | -13.9% | +19.6% | -33.4% | -18.4% |
| 1Y | -32.5% | +11.6% | -44.2% | -34.5% |
| All | -32.5% | +11.8% | -44.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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