+1,417.5%
CPRT vs TRGP
+2,299.4%
-881.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.4% | +12.4% | -12.7% | -2.1% |
| 30D | +21.2% | +2.6% | +18.5% | +20.3% |
| 3M | +8.3% | +11.9% | -3.6% | +6.1% |
| 6M | -3.4% | +13.9% | -17.3% | -6.0% |
| YTD | -18.7% | +64.2% | -82.9% | -25.5% |
| 1Y | -23.5% | +78.5% | -102.0% | -30.9% |
| 3Y | -34.2% | +272.9% | -307.1% | -47.7% |
| 5Y | -18.2% | +510.7% | -528.9% | -40.5% |
| 10Y | +370.9% | +821.0% | -450.0% | +184.0% |
| All | +1,417.5% | +2,299.4% | -881.9% | +545.0% |
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