+20,872.3%
CPRT vs TYL
+6,909.3%
+13,962.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.3% |
| 7D | +6.0% | +6.7% | -0.6% | +5.2% |
| 30D | +20.0% | +26.5% | -6.5% | +16.5% |
| 3M | +10.1% | +37.3% | -27.2% | +5.8% |
| 6M | -4.3% | +31.2% | -35.5% | -7.6% |
| YTD | -18.4% | -7.4% | -11.0% | -18.0% |
| 1Y | -20.1% | -9.6% | -10.5% | -19.5% |
| 3Y | -30.4% | +1.9% | -32.3% | -31.1% |
| 5Y | -17.0% | -21.1% | +4.1% | -15.7% |
| 10Y | +403.2% | +171.8% | +231.5% | +350.8% |
| All | +20,872.3% | +6,909.3% | +13,962.9% | +13,564.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling