+3,769.9%
TMO vs CPRT
+23,082.2%
-19,312.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.5% | +9.9% | -8.4% | -0.4% |
| 3M | +28.5% | +5.6% | +22.9% | +26.8% |
| 6M | +20.4% | -13.6% | +34.0% | +23.3% |
| YTD | +4.3% | -16.7% | +21.0% | +7.4% |
| 1Y | +24.1% | -33.1% | +57.2% | +33.1% |
| 3Y | +17.5% | -27.1% | +44.5% | +23.3% |
| 5Y | +6.8% | -9.9% | +16.7% | +7.3% |
| 10Y | +311.9% | +415.3% | -103.4% | +209.4% |
| All | +3,769.9% | +23,082.2% | -19,312.3% | +1,677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling