-24.4%
CPRT vs TXT
+4.5%
-28.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | -4.8% | +7.0% | +3.5% |
| 30D | +16.6% | -10.6% | +27.3% | +20.0% |
| 3M | +9.6% | -13.2% | +22.8% | +13.2% |
| 6M | -11.1% | -20.3% | +9.2% | -6.1% |
| YTD | -13.9% | -9.3% | -4.6% | -12.9% |
| 1Y | -32.5% | -2.7% | -29.8% | -33.5% |
| All | -24.4% | +4.5% | -28.9% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling