+361.5%
CPRT vs TFC
+79.2%
+282.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -0.4% | +2.3% | -2.6% | -1.1% |
| 30D | +21.2% | +10.8% | +10.4% | +17.1% |
| 3M | +8.3% | -3.8% | +12.1% | +9.6% |
| 6M | -3.4% | +9.6% | -12.9% | -6.7% |
| YTD | -18.7% | +5.8% | -24.5% | -20.7% |
| 1Y | -23.5% | +16.2% | -39.7% | -27.8% |
| 3Y | -34.2% | +96.0% | -130.1% | -49.2% |
| 5Y | -18.2% | +1.7% | -19.9% | -22.1% |
| All | +361.5% | +79.2% | +282.3% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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