-33.4%
CPRT vs TFC
+92.8%
-126.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -11.2% | -2.4% | -8.8% | -10.5% |
| 30D | +3.3% | -3.4% | +6.7% | +4.3% |
| 3M | -3.6% | +0.4% | -4.0% | -3.9% |
| 6M | -15.8% | +12.7% | -28.4% | -19.1% |
| YTD | -23.5% | +5.6% | -29.1% | -25.1% |
| 1Y | -38.8% | +16.0% | -54.8% | -41.9% |
| 3Y | -33.4% | +94.0% | -127.4% | -45.3% |
| All | -33.4% | +92.8% | -126.3% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling