-9.8%
CPRT vs TXG
-63.6%
+53.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | -0.4% | +9.1% | -9.6% | -1.7% |
| 30D | +8.2% | +14.9% | -6.6% | +5.9% |
| 3M | +2.3% | +120.0% | -117.7% | -9.9% |
| 6M | -14.7% | +221.8% | -236.6% | -29.9% |
| YTD | -18.2% | +312.6% | -330.8% | -35.5% |
| 1Y | -33.4% | +398.4% | -431.8% | -49.7% |
| 3Y | -28.3% | +42.1% | -70.4% | -36.5% |
| 5Y | -9.8% | -63.5% | +53.6% | -11.5% |
| All | -9.8% | -63.6% | +53.8% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling