-32.5%
CPRT vs TSN
-5.8%
-26.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.2% | -6.3% | +8.5% | +3.2% |
| 30D | +16.6% | -10.8% | +27.4% | +19.2% |
| 3M | +9.6% | -8.8% | +18.3% | +11.7% |
| 6M | -11.1% | -16.8% | +5.7% | -8.7% |
| YTD | -13.9% | -10.0% | -3.9% | -11.7% |
| 1Y | -32.5% | -5.3% | -27.3% | -31.2% |
| All | -32.5% | -5.8% | -26.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling