+361.5%
CPRT vs TRU
+183.1%
+178.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +21.2% | +21.3% | -0.1% | +11.8% |
| 3M | +8.3% | +0.2% | +8.1% | +7.8% |
| 6M | -3.4% | +22.4% | -25.7% | -11.8% |
| YTD | -18.7% | -4.8% | -13.9% | -18.7% |
| 1Y | -23.5% | -0.2% | -23.3% | -25.2% |
| 3Y | -34.2% | +57.9% | -92.1% | -51.2% |
| 5Y | -18.2% | -26.1% | +7.9% | -14.8% |
| All | +361.5% | +183.1% | +178.4% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling