-31.7%
CPRT vs TKO
+102.0%
-133.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | +4.6% | -2.6% | +7.2% | +5.0% |
| 3M | -1.9% | -7.8% | +5.8% | -0.7% |
| 6M | -15.3% | -7.0% | -8.3% | -14.5% |
| YTD | -21.5% | -8.5% | -12.9% | -20.5% |
| 1Y | -36.6% | -1.3% | -35.3% | -36.6% |
| All | -31.7% | +102.0% | -133.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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