-14.1%
CPRT vs TKO
+303.5%
-317.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | +4.6% | -2.6% | +7.2% | +5.1% |
| 3M | -1.9% | -7.8% | +5.8% | -0.5% |
| 6M | -15.3% | -7.0% | -8.3% | -14.3% |
| YTD | -21.5% | -8.5% | -12.9% | -20.4% |
| 1Y | -36.6% | -1.3% | -35.3% | -36.8% |
| 3Y | -31.2% | +105.0% | -136.2% | -41.8% |
| 5Y | -14.1% | +292.9% | -307.0% | -46.9% |
| All | -14.1% | +303.5% | -317.6% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling