+412.4%
CPRT vs TRMB
+113.5%
+298.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.8% |
| 30D | +8.2% | -1.8% | +10.0% | +9.0% |
| 3M | +2.3% | +8.4% | -6.1% | -1.1% |
| 6M | -14.7% | -18.5% | +3.8% | -8.0% |
| YTD | -18.2% | -26.7% | +8.6% | -8.1% |
| 1Y | -33.4% | -28.3% | -5.1% | -25.0% |
| 3Y | -28.3% | +12.6% | -40.9% | -35.7% |
| 5Y | -9.8% | -38.7% | +28.9% | +3.1% |
| 10Y | +412.4% | +120.8% | +291.6% | +232.3% |
| All | +412.4% | +113.5% | +298.8% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling