-28.8%
CPRT vs TRU
-2.1%
-26.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -0.4% | -6.5% | +6.1% | +1.3% |
| 30D | +8.2% | -2.5% | +10.7% | +8.9% |
| 3M | +2.3% | +10.4% | -8.1% | -0.2% |
| 6M | -14.7% | +1.6% | -16.4% | -15.5% |
| YTD | -18.2% | -9.7% | -8.5% | -17.1% |
| 1Y | -33.4% | -17.3% | -16.1% | -31.4% |
| All | -28.8% | -2.1% | -26.7% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling