+377.9%
CPRT vs TFC
+81.3%
+296.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +4.0% | +1.7% | +2.3% | +3.4% |
| 30D | +18.2% | +9.0% | +9.2% | +14.9% |
| 3M | +9.2% | -2.1% | +11.3% | +9.8% |
| 6M | -4.8% | +3.4% | -8.2% | -6.2% |
| YTD | -17.5% | +5.3% | -22.8% | -19.4% |
| 1Y | -22.0% | +16.2% | -38.2% | -26.4% |
| 3Y | -33.7% | +94.8% | -128.5% | -48.7% |
| 5Y | -15.0% | -0.7% | -14.3% | -18.3% |
| All | +377.9% | +81.3% | +296.6% | +219.8% |
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