+1,986.4%
CPRT vs TNA
+990.0%
+996.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | +0.4% | +4.1% | -3.7% | -0.5% |
| 30D | +9.9% | -7.6% | +17.5% | +11.7% |
| 3M | +5.6% | +8.1% | -2.4% | +3.3% |
| 6M | -13.6% | +49.0% | -62.6% | -22.3% |
| YTD | -16.7% | +51.7% | -68.5% | -25.8% |
| 1Y | -33.1% | +59.6% | -92.7% | -41.8% |
| 3Y | -27.1% | +118.9% | -145.9% | -45.6% |
| 5Y | -9.9% | -19.2% | +9.3% | -22.6% |
| 10Y | +415.3% | +77.2% | +338.1% | +203.5% |
| All | +1,986.4% | +990.0% | +996.4% | +579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling