-14.1%
CPRT vs TNA
-26.1%
+12.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.4% |
| 7D | -8.4% | -7.6% | -0.8% | -6.9% |
| 30D | +4.6% | -13.6% | +18.2% | +7.8% |
| 3M | -1.9% | +2.8% | -4.8% | -3.1% |
| 6M | -15.3% | +34.5% | -49.8% | -22.1% |
| YTD | -21.5% | +41.0% | -62.5% | -29.0% |
| 1Y | -36.6% | +52.0% | -88.6% | -44.4% |
| 3Y | -31.2% | +103.5% | -134.7% | -49.1% |
| 5Y | -14.1% | -22.5% | +8.4% | -26.1% |
| All | -14.1% | -26.1% | +12.0% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling