-27.1%
CPRT vs TRMB
+13.0%
-40.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +9.9% | -1.2% | +11.1% | +10.3% |
| 3M | +5.6% | +9.6% | -4.0% | +2.8% |
| 6M | -13.6% | -16.1% | +2.5% | -10.1% |
| YTD | -16.7% | -25.0% | +8.2% | -10.9% |
| 1Y | -33.1% | -27.7% | -5.4% | -28.0% |
| 3Y | -27.1% | +15.3% | -42.4% | -31.0% |
| All | -27.1% | +13.0% | -40.1% | -31.0% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling