+25.4%
TMO vs CPRT
-24.7%
+50.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.2% |
| 7D | +0.3% | +12.6% | -12.4% | -2.1% |
| 30D | +4.3% | +18.0% | -13.6% | +0.8% |
| 3M | +25.1% | +11.0% | +14.2% | +22.0% |
| 6M | +52.9% | -2.0% | +54.9% | +54.1% |
| YTD | +22.2% | -16.7% | +38.9% | +27.6% |
| 1Y | +25.4% | -23.9% | +49.2% | +31.4% |
| All | +25.4% | -24.7% | +50.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling