+385.2%
CPRT vs TYL
+169.5%
+215.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +4.0% | +4.3% | -0.3% | +2.1% |
| 30D | +18.2% | +28.0% | -9.7% | +6.1% |
| 3M | +9.2% | +32.3% | -23.2% | -3.6% |
| 6M | -4.8% | +29.9% | -34.7% | -15.8% |
| YTD | -17.5% | -7.1% | -10.4% | -16.7% |
| 1Y | -22.0% | -9.2% | -12.8% | -20.5% |
| 3Y | -33.7% | +0.7% | -34.4% | -37.4% |
| 5Y | -15.0% | -21.1% | +6.1% | -13.3% |
| 10Y | +385.2% | +180.8% | +204.4% | +205.5% |
| All | +385.2% | +169.5% | +215.6% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling