+59.9%
TXN vs CPRT
-8.8%
+68.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.7% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | -6.7% | +8.2% | -15.0% | -10.2% |
| 3M | -8.9% | +2.3% | -11.2% | -10.9% |
| 6M | +34.7% | -14.7% | +49.4% | +43.3% |
| YTD | +53.3% | -18.2% | +71.5% | +65.5% |
| 1Y | +45.0% | -33.4% | +78.4% | +74.6% |
| 3Y | +73.1% | -28.3% | +101.4% | +93.8% |
| 5Y | +59.9% | -9.8% | +69.7% | +49.8% |
| All | +59.9% | -8.8% | +68.7% | +49.8% |
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