-27.6%
CPRT vs TXG
+37.5%
-65.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -3.8% |
| 7D | +0.4% | +9.4% | -9.0% | -0.5% |
| 30D | +9.9% | +26.1% | -16.2% | +7.4% |
| 3M | +5.6% | +124.8% | -119.2% | -3.0% |
| 6M | -13.6% | +215.2% | -228.9% | -24.0% |
| YTD | -16.7% | +302.2% | -318.9% | -28.6% |
| 1Y | -33.1% | +370.9% | -404.1% | -44.1% |
| All | -27.6% | +37.5% | -65.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling