+7,242.2%
CPRT vs TKO
+1,439.7%
+5,802.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -4.2% |
| 7D | +0.4% | +7.2% | -6.8% | -0.8% |
| 30D | +9.9% | +4.7% | +5.2% | +9.0% |
| 3M | +5.6% | -3.2% | +8.9% | +6.1% |
| 6M | -13.6% | -2.9% | -10.8% | -13.5% |
| YTD | -16.7% | -5.8% | -10.9% | -16.2% |
| 1Y | -33.1% | -1.1% | -32.1% | -33.4% |
| 3Y | -27.1% | +111.1% | -138.2% | -36.9% |
| 5Y | -9.9% | +315.6% | -325.4% | -31.1% |
| 10Y | +415.3% | +978.5% | -563.1% | +224.9% |
| All | +7,242.2% | +1,439.7% | +5,802.4% | +3,188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling