+21,200.5%
CPRT vs TRMB
+3,180.8%
+18,019.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +1.6% | -17.0% | +18.6% | +4.2% |
| 30D | +18.8% | -9.0% | +27.8% | +20.1% |
| 3M | +9.4% | -8.1% | +17.5% | +10.4% |
| 6M | -4.4% | -10.1% | +5.7% | -3.3% |
| YTD | -17.1% | -30.2% | +13.1% | -12.9% |
| 1Y | -19.9% | -30.7% | +10.8% | -15.8% |
| 3Y | -30.5% | +32.6% | -63.1% | -34.5% |
| 5Y | -15.9% | -38.1% | +22.2% | -11.5% |
| 10Y | +386.7% | +98.9% | +287.8% | +333.3% |
| All | +21,200.5% | +3,180.8% | +18,019.7% | +12,547.6% |
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