-10.3%
TSCO vs CPRT
-18.6%
+8.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +11.3% | +21.2% | -9.8% | +2.9% |
| 3M | +1.5% | +8.3% | -6.8% | -2.5% |
| 6M | +24.0% | -3.4% | +27.3% | +24.4% |
| YTD | -25.7% | -18.7% | -7.0% | -20.1% |
| 1Y | -33.6% | -23.5% | -10.0% | -26.6% |
| 3Y | -1.5% | -34.2% | +32.6% | +13.2% |
| All | -10.3% | -18.6% | +8.3% | -13.8% |
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