-9.9%
CPRT vs TSN
-20.8%
+10.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | +0.4% | -5.0% | +5.4% | +1.3% |
| 30D | +9.9% | -9.1% | +19.0% | +12.0% |
| 3M | +5.6% | -7.4% | +13.0% | +7.3% |
| 6M | -13.6% | -13.4% | -0.2% | -11.3% |
| YTD | -16.7% | -8.5% | -8.2% | -15.5% |
| 1Y | -33.1% | -3.2% | -29.9% | -33.0% |
| 3Y | -27.1% | +11.5% | -38.5% | -30.0% |
| 5Y | -9.9% | -19.5% | +9.7% | -0.6% |
| All | -9.9% | -20.8% | +10.9% | -0.6% |
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