-24.5%
CPRT vs TRMB
+14.4%
-38.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +2.2% | -2.5% | +4.7% | +3.0% |
| 30D | +16.6% | +1.5% | +15.1% | +16.1% |
| 3M | +9.6% | +6.8% | +2.8% | +7.3% |
| 6M | -11.1% | -14.9% | +3.8% | -7.9% |
| YTD | -13.9% | -24.1% | +10.2% | -8.2% |
| 1Y | -32.5% | -25.4% | -7.1% | -28.0% |
| All | -24.5% | +14.4% | -38.9% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling