-15.9%
CPRT vs TRMB
-38.3%
+22.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +1.6% | -17.0% | +18.6% | +7.8% |
| 30D | +18.8% | -9.0% | +27.8% | +21.4% |
| 3M | +9.4% | -8.1% | +17.5% | +11.2% |
| 6M | -4.4% | -10.1% | +5.7% | -2.3% |
| YTD | -17.1% | -30.2% | +13.1% | -6.7% |
| 1Y | -19.9% | -30.7% | +10.8% | -10.0% |
| 3Y | -30.5% | +32.6% | -63.1% | -44.5% |
| 5Y | -15.9% | -38.1% | +22.2% | -0.2% |
| All | -15.9% | -38.3% | +22.4% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling