-9.9%
CPRT vs TXT
+12.6%
-22.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +9.9% | -11.1% | +21.0% | +14.9% |
| 3M | +5.6% | -13.0% | +18.6% | +10.9% |
| 6M | -13.6% | -16.2% | +2.6% | -8.3% |
| YTD | -16.7% | -8.7% | -8.0% | -15.3% |
| 1Y | -33.1% | -3.8% | -29.3% | -33.8% |
| 3Y | -27.1% | +5.5% | -32.6% | -33.1% |
| 5Y | -9.9% | +12.3% | -22.2% | -22.3% |
| All | -9.9% | +12.6% | -22.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling