+374.9%
CPRT vs TRGP
+863.3%
-488.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -11.2% | +0.1% | -11.2% | -11.2% |
| 30D | +3.3% | +8.0% | -4.7% | +2.0% |
| 3M | -3.6% | +8.3% | -11.8% | -5.1% |
| 6M | -15.8% | +23.9% | -39.7% | -19.1% |
| YTD | -23.5% | +59.6% | -83.1% | -29.7% |
| 1Y | -38.8% | +79.4% | -118.2% | -45.0% |
| 3Y | -33.4% | +269.4% | -302.9% | -47.7% |
| 5Y | -16.4% | +641.6% | -658.0% | -42.0% |
| All | +374.9% | +863.3% | -488.3% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling