-30.4%
CPRT vs TFC
+82.8%
-113.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +6.0% | +1.2% | +4.8% | +5.7% |
| 30D | +20.0% | +8.3% | +11.7% | +17.3% |
| 3M | +10.1% | -5.2% | +15.3% | +11.7% |
| 6M | -4.3% | -0.8% | -3.5% | -4.4% |
| YTD | -18.4% | +3.4% | -21.8% | -19.7% |
| 1Y | -20.1% | +17.0% | -37.1% | -24.3% |
| 3Y | -30.4% | +86.2% | -116.6% | -39.5% |
| All | -30.4% | +82.8% | -113.2% | -39.5% |
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 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