-28.8%
CPRT vs TNA
+105.9%
-134.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.1% |
| 7D | -0.4% | -3.6% | +3.2% | +0.2% |
| 30D | +8.2% | -10.1% | +18.3% | +9.9% |
| 3M | +2.3% | +2.7% | -0.4% | +1.5% |
| 6M | -14.7% | +38.4% | -53.2% | -20.2% |
| YTD | -18.2% | +45.4% | -63.6% | -24.3% |
| 1Y | -33.4% | +55.9% | -89.3% | -39.7% |
| All | -28.8% | +105.9% | -134.8% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling