-33.4%
CPRT vs TPG
+81.8%
-115.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.0% |
| 7D | -11.2% | -9.4% | -1.8% | -9.1% |
| 30D | +3.3% | -5.3% | +8.6% | +4.4% |
| 3M | -3.6% | +12.9% | -16.5% | -6.6% |
| 6M | -15.8% | +20.1% | -35.8% | -19.9% |
| YTD | -23.5% | -22.5% | -1.0% | -19.6% |
| 1Y | -38.8% | -19.7% | -19.1% | -36.4% |
| 3Y | -33.4% | +81.2% | -114.6% | -49.9% |
| All | -33.4% | +81.8% | -115.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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