+344.9%
TRV vs CPRT
+368.4%
-23.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +6.7% | +21.2% | -14.4% | +1.1% |
| 3M | +9.4% | +8.3% | +1.1% | +6.2% |
| 6M | +37.7% | -3.4% | +41.1% | +37.7% |
| YTD | +40.6% | -18.7% | +59.3% | +47.2% |
| 1Y | +42.4% | -23.5% | +66.0% | +51.8% |
| 3Y | +148.1% | -34.2% | +182.3% | +172.4% |
| 5Y | +181.7% | -18.2% | +199.9% | +183.4% |
| All | +344.9% | +368.4% | -23.5% | +180.6% |
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