+392.8%
CPRT vs TYL
+168.7%
+224.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.6% |
| 7D | +6.0% | +6.7% | -0.6% | +3.2% |
| 30D | +20.0% | +26.5% | -6.5% | +8.2% |
| 3M | +10.1% | +37.3% | -27.2% | -4.3% |
| 6M | -4.3% | +31.2% | -35.5% | -15.7% |
| YTD | -18.4% | -7.4% | -11.0% | -17.5% |
| 1Y | -20.1% | -9.6% | -10.5% | -18.4% |
| 3Y | -30.4% | +1.9% | -32.3% | -34.6% |
| 5Y | -17.0% | -21.1% | +4.1% | -15.3% |
| All | +392.8% | +168.7% | +224.1% | +214.3% |
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