-21.6%
CPRT vs TXT
+4.2%
-25.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.3% |
| 7D | +1.6% | -3.5% | +5.2% | +2.0% |
| 30D | +18.8% | +15.2% | +3.6% | +17.2% |
| 3M | +9.4% | -4.5% | +13.9% | +9.5% |
| 6M | -4.4% | -6.1% | +1.7% | -4.5% |
| YTD | -17.1% | -2.0% | -15.2% | -18.1% |
| All | -21.6% | +4.2% | -25.8% | -20.5% |
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