+4,106.2%
TRV vs CPRT
+23,878.7%
-19,772.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -0.1% | +2.2% | -2.4% | -0.5% |
| 30D | -3.4% | +16.6% | -20.1% | -5.9% |
| 3M | +26.4% | +9.6% | +16.8% | +24.2% |
| 6M | +19.3% | -11.1% | +30.4% | +21.1% |
| YTD | +28.3% | -13.9% | +42.2% | +30.7% |
| 1Y | +34.3% | -32.5% | +66.8% | +42.1% |
| 3Y | +140.1% | -25.0% | +165.2% | +148.4% |
| 5Y | +155.7% | -7.4% | +163.1% | +152.9% |
| 10Y | +285.5% | +422.0% | -136.4% | +194.4% |
| All | +4,106.2% | +23,878.7% | -19,772.5% | +2,336.2% |
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 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