+21,200.5%
CPRT vs TSN
+614.8%
+20,585.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +1.6% | +4.9% | -3.3% | +0.7% |
| 30D | +18.8% | +12.1% | +6.7% | +16.3% |
| 3M | +9.4% | +4.1% | +5.3% | +8.5% |
| 6M | -4.4% | -10.9% | +6.5% | -2.5% |
| YTD | -17.1% | +4.8% | -21.9% | -18.1% |
| 1Y | -19.9% | +17.6% | -37.5% | -22.7% |
| 3Y | -30.5% | +43.2% | -73.7% | -35.8% |
| 5Y | -15.9% | -13.9% | -2.1% | -15.4% |
| 10Y | +386.7% | +11.8% | +374.8% | +354.5% |
| All | +21,200.5% | +614.8% | +20,585.6% | +12,879.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling