-15.0%
CPRT vs TSN
-13.7%
-1.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +4.0% | +5.8% | -1.9% | +2.7% |
| 30D | +18.2% | +12.8% | +5.4% | +15.2% |
| 3M | +9.2% | +6.5% | +2.7% | +7.6% |
| 6M | -4.8% | -10.3% | +5.4% | -3.0% |
| YTD | -17.5% | +5.5% | -23.0% | -18.8% |
| 1Y | -22.0% | +15.8% | -37.8% | -24.8% |
| 3Y | -33.7% | +42.5% | -76.2% | -39.8% |
| 5Y | -15.0% | -14.3% | -0.6% | -8.5% |
| All | -15.0% | -13.7% | -1.2% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling