-28.8%
CPRT vs TRI
-19.2%
-9.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.2% |
| 7D | -0.4% | -8.4% | +8.0% | +1.9% |
| 30D | +8.2% | -6.5% | +14.7% | +10.0% |
| 3M | +2.3% | +18.6% | -16.3% | -2.7% |
| 6M | -14.7% | -10.4% | -4.3% | -13.5% |
| YTD | -18.2% | -23.7% | +5.5% | -13.1% |
| 1Y | -33.4% | -42.5% | +9.1% | -23.5% |
| All | -28.8% | -19.2% | -9.6% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling