-32.2%
CPRT vs TXT
-3.4%
-28.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +9.9% | -11.1% | +21.0% | +11.1% |
| 3M | +5.6% | -13.0% | +18.6% | +6.7% |
| 6M | -13.6% | -16.2% | +2.6% | -12.4% |
| YTD | -16.7% | -8.7% | -8.0% | -17.2% |
| All | -32.2% | -3.4% | -28.8% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling