+293.8%
TRV vs CPRT
+392.8%
-99.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.7% |
| 7D | -1.5% | -8.4% | +7.0% | +0.9% |
| 30D | -1.8% | +4.6% | -6.4% | -3.4% |
| 3M | +21.6% | -1.9% | +23.5% | +21.4% |
| 6M | +22.5% | -15.3% | +37.8% | +27.5% |
| YTD | +28.1% | -21.5% | +49.6% | +35.9% |
| 1Y | +37.0% | -36.6% | +73.7% | +54.9% |
| 3Y | +141.9% | -31.2% | +173.1% | +162.0% |
| 5Y | +158.5% | -14.1% | +172.6% | +154.5% |
| All | +293.8% | +392.8% | -99.0% | +132.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling