+387.6%
CPRT vs TSN
-5.9%
+393.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.4% |
| 7D | -8.4% | +1.4% | -9.8% | -8.8% |
| 30D | +4.6% | -6.2% | +10.8% | +6.2% |
| 3M | -1.9% | -5.7% | +3.7% | -0.6% |
| 6M | -15.3% | -11.4% | -4.0% | -13.1% |
| YTD | -21.5% | -8.2% | -13.3% | -20.2% |
| 1Y | -36.6% | -2.0% | -34.6% | -36.8% |
| 3Y | -31.2% | +11.9% | -43.1% | -34.7% |
| 5Y | -14.1% | -17.8% | +3.6% | -12.0% |
| All | +387.6% | -5.9% | +393.5% | +357.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling