+66.8%
CPRT vs TXG
+16.0%
+50.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.2% | +1.8% | +0.4% | +1.9% |
| 30D | +16.6% | +32.0% | -15.4% | +11.4% |
| 3M | +9.6% | +87.0% | -77.4% | -1.9% |
| 6M | -11.1% | +180.1% | -191.2% | -26.2% |
| YTD | -13.9% | +284.1% | -298.0% | -32.3% |
| 1Y | -32.5% | +361.7% | -394.2% | -49.3% |
| 3Y | -25.0% | +15.9% | -40.9% | -32.3% |
| 5Y | -7.4% | -66.2% | +58.8% | -3.6% |
| All | +66.8% | +16.0% | +50.7% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling