-24.4%
CPRT vs TMF
-41.6%
+17.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | +16.6% | -2.8% | +19.5% | +16.9% |
| 3M | +9.6% | -10.9% | +20.5% | +10.5% |
| 6M | -11.1% | -21.3% | +10.2% | -9.6% |
| YTD | -13.9% | -15.9% | +2.0% | -12.9% |
| 1Y | -32.5% | -15.7% | -16.8% | -31.8% |
| All | -24.4% | -41.6% | +17.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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