+328.6%
TMO vs CPRT
+380.0%
-51.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.1% |
| 7D | -0.6% | -11.2% | +10.5% | +3.8% |
| 30D | +1.1% | +3.3% | -2.2% | -0.5% |
| 3M | +28.3% | -3.6% | +31.9% | +29.1% |
| 6M | +23.3% | -15.8% | +39.0% | +30.5% |
| YTD | +5.5% | -23.5% | +29.0% | +15.5% |
| 1Y | +24.5% | -38.8% | +63.3% | +48.4% |
| 3Y | +19.6% | -33.4% | +53.0% | +35.2% |
| 5Y | +8.1% | -16.4% | +24.5% | +8.7% |
| All | +328.6% | +380.0% | -51.4% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling