-25.4%
CPRT vs TPR
+292.1%
-317.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -2.3% | +4.5% | +2.6% |
| 30D | +16.6% | -23.0% | +39.6% | +21.1% |
| 3M | +9.6% | -12.5% | +22.1% | +11.2% |
| 6M | -11.1% | -21.4% | +10.3% | -8.5% |
| YTD | -13.9% | -3.5% | -10.4% | -14.9% |
| 1Y | -32.5% | +17.4% | -49.9% | -36.1% |
| All | -25.4% | +292.1% | -317.5% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling