+12.3%
TMO vs CPRT
-18.6%
+31.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +4.0% | +21.2% | -17.2% | -3.6% |
| 3M | +17.6% | +8.3% | +9.3% | +12.9% |
| 6M | +57.3% | -3.4% | +60.6% | +57.5% |
| YTD | +21.2% | -18.7% | +39.9% | +30.0% |
| 1Y | +21.1% | -23.5% | +44.6% | +33.3% |
| 3Y | +58.8% | -34.2% | +93.0% | +80.7% |
| All | +12.3% | -18.6% | +31.0% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling