-23.9%
CPRT vs TRMB
-31.2%
+7.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -17.3% | +22.3% | +8.4% |
| 7D | +12.6% | -15.7% | +28.3% | +15.6% |
| 30D | +18.0% | -7.8% | +25.7% | +17.5% |
| 3M | +11.0% | -9.3% | +20.2% | +10.9% |
| 6M | -2.0% | -20.8% | +18.8% | -1.6% |
| YTD | -16.7% | -30.8% | +14.1% | -16.3% |
| 1Y | -23.9% | -31.0% | +7.1% | -23.3% |
| All | -23.9% | -31.2% | +7.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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