-18.7%
CPRT vs TPR
+230.3%
-248.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +21.2% | +15.1% | +6.1% | +16.8% |
| 3M | +8.3% | +3.5% | +4.8% | +7.0% |
| 6M | -3.4% | +0.4% | -3.8% | -4.7% |
| YTD | -18.7% | +4.6% | -23.3% | -21.8% |
| 1Y | -23.5% | +33.1% | -56.6% | -31.6% |
| 3Y | -34.2% | +396.0% | -430.1% | -64.1% |
| All | -18.7% | +230.3% | -248.9% | -50.5% |
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 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