+392.8%
CPRT vs TPR
+383.4%
+9.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +6.0% | +14.2% | -8.2% | +2.4% |
| 30D | +20.0% | +17.1% | +2.9% | +15.1% |
| 3M | +10.1% | -17.7% | +27.8% | +14.9% |
| 6M | -4.3% | -10.2% | +5.9% | -3.0% |
| YTD | -18.4% | +4.9% | -23.3% | -21.3% |
| 1Y | -20.1% | +36.1% | -56.2% | -28.5% |
| 3Y | -30.4% | +416.5% | -446.9% | -59.1% |
| 5Y | -17.0% | +254.8% | -271.8% | -47.4% |
| All | +392.8% | +383.4% | +9.4% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling