-5.7%
CPRT vs TPR
+239.8%
-245.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -2.3% | +4.5% | +2.8% |
| 30D | +16.6% | -23.0% | +39.6% | +23.8% |
| 3M | +9.6% | -12.5% | +22.1% | +12.2% |
| 6M | -11.1% | -21.4% | +10.3% | -7.0% |
| YTD | -13.9% | -3.5% | -10.4% | -15.2% |
| 1Y | -32.5% | +17.4% | -49.9% | -37.6% |
| 3Y | -25.0% | +291.3% | -316.3% | -55.1% |
| All | -5.7% | +239.8% | -245.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling