-36.6%
CPRT vs TRI
-42.8%
+6.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | -8.4% | -14.4% | +5.9% | -4.5% |
| 30D | +4.6% | -8.1% | +12.7% | +6.8% |
| 3M | -1.9% | +17.5% | -19.5% | -6.3% |
| 6M | -15.3% | -5.0% | -10.4% | -15.4% |
| YTD | -21.5% | -24.7% | +3.2% | -14.7% |
| 1Y | -36.6% | -41.5% | +4.9% | -24.3% |
| All | -36.6% | -42.8% | +6.1% | -24.3% |
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