+1,507.6%
CPRT vs TRGP
+2,231.3%
-723.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +16.6% | +11.5% | +5.1% | +14.6% |
| 3M | +9.6% | +9.0% | +0.6% | +7.8% |
| 6M | -11.1% | +20.5% | -31.6% | -14.1% |
| YTD | -13.9% | +59.5% | -73.4% | -20.5% |
| 1Y | -32.5% | +77.9% | -110.4% | -38.9% |
| 3Y | -25.0% | +253.6% | -278.6% | -39.8% |
| 5Y | -7.4% | +615.5% | -622.9% | -34.0% |
| 10Y | +422.0% | +897.1% | -475.1% | +212.0% |
| All | +1,507.6% | +2,231.3% | -723.7% | +588.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling