+5,377.1%
CPRT vs TPR
+8,033.7%
-2,656.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +6.0% | +14.2% | -8.2% | +2.8% |
| 30D | +20.0% | +17.1% | +2.9% | +15.7% |
| 3M | +10.1% | -17.7% | +27.8% | +14.4% |
| 6M | -4.3% | -10.2% | +5.9% | -3.1% |
| YTD | -18.4% | +4.9% | -23.3% | -20.8% |
| 1Y | -20.1% | +36.1% | -56.2% | -27.2% |
| 3Y | -30.4% | +416.5% | -446.9% | -55.2% |
| 5Y | -17.0% | +254.8% | -271.8% | -42.9% |
| 10Y | +403.2% | +391.7% | +11.5% | +187.8% |
| All | +5,377.1% | +8,033.7% | -2,656.5% | +1,933.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling