-17.1%
CPRT vs TYL
-21.3%
+4.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.6% |
| 7D | +6.0% | +6.7% | -0.6% | +3.1% |
| 30D | +20.0% | +26.5% | -6.5% | +7.9% |
| 3M | +10.1% | +37.3% | -27.2% | -4.7% |
| 6M | -4.3% | +31.2% | -35.5% | -16.0% |
| YTD | -18.4% | -7.4% | -11.0% | -17.3% |
| 1Y | -20.1% | -9.6% | -10.5% | -18.2% |
| 3Y | -30.4% | +1.9% | -32.3% | -35.5% |
| All | -17.1% | -21.3% | +4.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling