-10.4%
TSCO vs CPRT
-17.3%
+6.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.5% |
| 7D | -5.7% | -11.2% | +5.5% | -1.0% |
| 30D | -8.8% | +3.3% | -12.1% | -10.5% |
| 3M | +6.3% | -3.6% | +9.9% | +6.9% |
| 6M | -32.3% | -15.8% | -16.5% | -27.8% |
| YTD | -32.7% | -23.5% | -9.2% | -25.6% |
| 1Y | -43.7% | -38.8% | -4.9% | -31.0% |
| 3Y | -19.7% | -33.4% | +13.8% | -8.7% |
| All | -10.4% | -17.3% | +6.8% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling