-32.5%
CPRT vs TRGP
+80.7%
-113.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.3% |
| 30D | +16.6% | +11.5% | +5.1% | +17.9% |
| 3M | +9.6% | +9.0% | +0.6% | +10.3% |
| 6M | -11.1% | +20.5% | -31.6% | -10.4% |
| YTD | -13.9% | +59.5% | -73.4% | -12.4% |
| 1Y | -32.5% | +77.9% | -110.4% | -30.9% |
| All | -32.5% | +80.7% | -113.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling