-23.9%
CPRT vs TSN
+19.9%
-43.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.4% | -0.4% | +3.9% |
| 7D | +12.6% | +8.4% | +4.2% | +10.8% |
| 30D | +18.0% | +16.1% | +1.9% | +14.8% |
| 3M | +11.0% | +3.2% | +7.8% | +10.3% |
| 6M | -2.0% | -11.1% | +9.1% | -1.7% |
| YTD | -16.7% | +5.1% | -21.8% | -16.4% |
| 1Y | -23.9% | +19.4% | -43.3% | -22.5% |
| All | -23.9% | +19.9% | -43.8% | -22.5% |
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