+22,034.1%
CPRT vs TXT
+713.1%
+21,321.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.9% |
| 3M | +9.6% | -13.2% | +22.8% | +13.2% |
| 6M | -11.1% | -20.3% | +9.2% | -6.4% |
| YTD | -13.9% | -9.3% | -4.6% | -12.4% |
| 1Y | -32.5% | -2.7% | -29.8% | -32.7% |
| 3Y | -25.0% | +1.4% | -26.4% | -26.8% |
| 5Y | -7.4% | +9.6% | -16.9% | -11.7% |
| 10Y | +422.0% | +94.9% | +327.1% | +312.9% |
| All | +22,034.1% | +713.1% | +21,321.0% | +12,365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling