+361.5%
CPRT vs TNA
+33.3%
+328.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.4% | +3.7% | -4.1% | -1.4% |
| 30D | +21.2% | +4.4% | +16.8% | +19.3% |
| 3M | +8.3% | -26.7% | +35.0% | +15.5% |
| 6M | -3.4% | -12.8% | +9.5% | -2.1% |
| YTD | -18.7% | +22.7% | -41.4% | -25.2% |
| 1Y | -23.5% | +35.7% | -59.2% | -31.8% |
| 3Y | -34.2% | +134.6% | -168.7% | -53.9% |
| 5Y | -18.2% | -46.0% | +27.8% | -24.0% |
| All | +361.5% | +33.3% | +328.1% | +170.3% |
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