+386.7%
CPRT vs TXT
+115.3%
+271.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +0.7% |
| 7D | +1.6% | -3.5% | +5.2% | +3.0% |
| 30D | +18.8% | +15.2% | +3.6% | +12.4% |
| 3M | +9.4% | -4.5% | +13.9% | +10.8% |
| 6M | -4.4% | -6.1% | +1.7% | -3.0% |
| YTD | -17.1% | -2.0% | -15.2% | -17.9% |
| 1Y | -19.9% | +4.2% | -24.1% | -22.7% |
| 3Y | -30.5% | +14.4% | -44.9% | -36.7% |
| 5Y | -15.9% | +12.3% | -28.3% | -24.0% |
| 10Y | +386.7% | +101.8% | +284.9% | +231.2% |
| All | +386.7% | +115.3% | +271.3% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling