-32.2%
CPRT vs TFC
+14.8%
-47.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | +0.4% | +2.2% | -1.8% | -0.1% |
| 30D | +9.9% | -2.5% | +12.4% | +10.5% |
| 3M | +5.6% | +4.5% | +1.1% | +4.2% |
| 6M | -13.6% | +11.0% | -24.6% | -16.7% |
| YTD | -16.7% | +5.9% | -22.6% | -17.9% |
| All | -32.2% | +14.8% | -47.0% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling