-7.5%
CPRT vs TPG
+78.6%
-86.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.7% |
| 7D | -0.4% | -6.5% | +6.1% | +1.5% |
| 30D | +8.2% | +0.1% | +8.2% | +8.0% |
| 3M | +2.3% | +14.5% | -12.2% | -2.0% |
| 6M | -14.7% | +17.3% | -32.1% | -19.3% |
| YTD | -18.2% | -20.5% | +2.3% | -13.8% |
| 1Y | -33.4% | -13.2% | -20.1% | -32.0% |
| 3Y | -28.3% | +87.7% | -116.1% | -45.6% |
| All | -7.5% | +78.6% | -86.1% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling