+374.9%
CPRT vs TDY
+479.2%
-104.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | -11.2% | -1.1% | -10.1% | -10.7% |
| 30D | +3.3% | -12.0% | +15.4% | +9.1% |
| 3M | -3.6% | -3.2% | -0.4% | -2.8% |
| 6M | -15.8% | -7.9% | -7.9% | -13.7% |
| YTD | -23.5% | +18.2% | -41.7% | -30.6% |
| 1Y | -38.8% | +6.7% | -45.4% | -41.9% |
| 3Y | -33.4% | +47.5% | -81.0% | -46.9% |
| 5Y | -16.4% | +39.5% | -55.9% | -32.0% |
| All | +374.9% | +479.2% | -104.3% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling