+7,441.2%
CPRT vs TDY
+7,071.3%
+369.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | +9.9% | -12.5% | +22.4% | +13.5% |
| 3M | +5.6% | -1.2% | +6.8% | +5.6% |
| 6M | -13.6% | -6.6% | -7.0% | -12.7% |
| YTD | -16.7% | +18.5% | -35.2% | -20.8% |
| 1Y | -33.1% | +10.8% | -43.9% | -35.4% |
| 3Y | -27.1% | +47.5% | -74.6% | -34.8% |
| 5Y | -9.9% | +35.8% | -45.7% | -17.9% |
| 10Y | +415.3% | +459.0% | -43.7% | +241.9% |
| All | +7,441.2% | +7,071.3% | +369.9% | +3,495.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling