+291.7%
TRV vs CPRT
+413.3%
-121.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.8% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -2.3% | +8.2% | -10.6% | -4.8% |
| 3M | +22.7% | +2.3% | +20.4% | +21.1% |
| 6M | +21.9% | -14.7% | +36.7% | +26.8% |
| YTD | +27.5% | -18.2% | +45.7% | +33.7% |
| 1Y | +36.2% | -33.4% | +69.6% | +51.8% |
| 3Y | +140.6% | -28.3% | +168.9% | +157.7% |
| 5Y | +154.5% | -9.8% | +164.4% | +147.1% |
| All | +291.7% | +413.3% | -121.6% | +128.4% |
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