-18.7%
CPRT vs TMF
-88.6%
+69.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.4% |
| 7D | -0.4% | -9.3% | +8.9% | +0.3% |
| 30D | +21.2% | +1.9% | +19.2% | +21.1% |
| 3M | +8.3% | -11.2% | +19.5% | +9.1% |
| 6M | -3.4% | -17.7% | +14.3% | -2.2% |
| YTD | -18.7% | -24.5% | +5.8% | -17.4% |
| 1Y | -23.5% | -29.4% | +5.9% | -22.0% |
| 3Y | -34.2% | -33.4% | -0.7% | -33.4% |
| All | -18.7% | -88.6% | +69.9% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling