+1,621.5%
CPRT vs TMF
-68.9%
+1,690.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.1% |
| 30D | +16.6% | -2.8% | +19.5% | +16.3% |
| 3M | +9.6% | -10.9% | +20.5% | +8.5% |
| 6M | -11.1% | -21.3% | +10.2% | -13.0% |
| YTD | -13.9% | -15.9% | +2.0% | -15.1% |
| 1Y | -32.5% | -15.7% | -16.8% | -33.4% |
| 3Y | -25.0% | -43.4% | +18.3% | -28.0% |
| 5Y | -7.4% | -87.8% | +80.4% | -26.0% |
| 10Y | +422.0% | -86.7% | +508.7% | +351.4% |
| All | +1,621.5% | -68.9% | +1,690.4% | +1,846.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling