-23.9%
CPRT vs TRI
-22.4%
-1.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.4% | -1.4% | +3.0% |
| 7D | +12.6% | +1.0% | +11.7% | +12.2% |
| 30D | +18.0% | +20.8% | -2.8% | +11.6% |
| 3M | +11.0% | +8.1% | +2.8% | +7.6% |
| 6M | -2.0% | +24.2% | -26.2% | -9.2% |
| YTD | -16.7% | -7.8% | -8.9% | -13.6% |
| 1Y | -23.9% | -16.7% | -7.2% | -18.0% |
| All | -23.9% | -22.4% | -1.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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