-18.7%
CPRT vs TRGP
+504.4%
-523.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.4% | +12.4% | -12.7% | -2.2% |
| 30D | +21.2% | +2.6% | +18.5% | +20.2% |
| 3M | +8.3% | +11.9% | -3.6% | +5.7% |
| 6M | -3.4% | +13.9% | -17.3% | -6.4% |
| YTD | -18.7% | +64.2% | -82.9% | -27.3% |
| 1Y | -23.5% | +78.5% | -102.0% | -33.0% |
| 3Y | -34.2% | +272.9% | -307.1% | -52.7% |
| All | -18.7% | +504.4% | -523.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling