-14.1%
CPRT vs TROW
-38.9%
+24.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -8.4% | -3.0% | -5.4% | -7.2% |
| 30D | +4.6% | -5.5% | +10.0% | +7.2% |
| 3M | -1.9% | +2.3% | -4.2% | -3.3% |
| 6M | -15.3% | +23.9% | -39.2% | -23.5% |
| YTD | -21.5% | +7.9% | -29.3% | -24.9% |
| 1Y | -36.6% | +6.1% | -42.8% | -39.1% |
| 3Y | -31.2% | +13.8% | -45.0% | -37.6% |
| 5Y | -14.1% | -38.2% | +24.1% | +6.6% |
| All | -14.1% | -38.9% | +24.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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