+29.1%
CPRT vs TE
-53.2%
+82.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -3.8% |
| 7D | -8.4% | +0.9% | -9.3% | -8.5% |
| 30D | +4.6% | -16.3% | +20.9% | +5.1% |
| 3M | -1.9% | -40.8% | +38.8% | -0.9% |
| 6M | -15.3% | -42.6% | +27.3% | -15.2% |
| YTD | -21.5% | -31.4% | +10.0% | -22.6% |
| 1Y | -36.6% | +144.9% | -181.5% | -42.8% |
| 3Y | -31.2% | -26.0% | -5.2% | -34.8% |
| 5Y | -14.1% | -48.5% | +34.4% | -18.8% |
| All | +29.1% | -53.2% | +82.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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