-22.2%
CPRT vs TRMB
-29.0%
+6.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.0% |
| 7D | -1.4% | +4.1% | -5.5% | -2.1% |
| 30D | +21.5% | -5.1% | +26.5% | +20.5% |
| 3M | +9.4% | -2.6% | +12.0% | +7.6% |
| 6M | -3.3% | -2.7% | -0.6% | -6.1% |
| YTD | -17.8% | -27.9% | +10.1% | -18.6% |
| 1Y | -22.2% | -29.0% | +6.8% | -22.9% |
| All | -22.2% | -29.0% | +6.8% | -22.9% |
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