-22.1%
CPRT vs TE
-52.1%
+30.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.3% |
| 7D | -1.4% | -22.0% | +20.6% | -2.4% |
| 30D | +21.5% | -33.6% | +55.1% | +19.6% |
| 3M | +9.4% | -61.1% | +70.5% | +5.4% |
| 6M | -3.3% | -64.7% | +61.4% | -7.2% |
| YTD | -17.8% | -68.1% | +50.3% | -20.8% |
| All | -22.1% | -52.1% | +30.1% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling