+21,016.7%
CPRT vs TRMB
+3,288.8%
+17,727.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | -1.4% | +4.1% | -5.5% | -2.0% |
| 30D | +21.5% | -5.1% | +26.5% | +22.0% |
| 3M | +9.4% | -2.6% | +12.0% | +9.4% |
| 6M | -3.3% | -2.7% | -0.6% | -3.4% |
| YTD | -17.8% | -27.9% | +10.1% | -14.1% |
| 1Y | -22.2% | -29.0% | +6.8% | -18.5% |
| 3Y | -34.0% | +35.0% | -68.9% | -38.0% |
| 5Y | -15.4% | -33.9% | +18.5% | -11.9% |
| 10Y | +376.0% | +106.1% | +269.8% | +321.4% |
| All | +21,016.7% | +3,288.8% | +17,727.9% | +12,372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling