+374.9%
CPRT vs TNA
+86.1%
+288.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -11.2% | -7.3% | -3.9% | -9.6% |
| 30D | +3.3% | -14.2% | +17.5% | +7.0% |
| 3M | -3.6% | -4.6% | +1.0% | -3.0% |
| 6M | -15.8% | +36.9% | -52.7% | -23.4% |
| YTD | -23.5% | +42.5% | -66.0% | -31.6% |
| 1Y | -38.8% | +45.8% | -84.5% | -46.3% |
| 3Y | -33.4% | +104.7% | -138.1% | -51.4% |
| 5Y | -16.4% | -21.7% | +5.3% | -28.9% |
| All | +374.9% | +86.1% | +288.8% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling