-27.6%
CPRT vs TE
-19.7%
-7.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.0% | -13.3% | -3.4% |
| 7D | +0.4% | +18.2% | -17.8% | +0.3% |
| 30D | +9.9% | -13.5% | +23.4% | +10.0% |
| 3M | +5.6% | -44.6% | +50.2% | +6.0% |
| 6M | -13.6% | -24.7% | +11.1% | -14.1% |
| YTD | -16.7% | -24.3% | +7.5% | -17.5% |
| 1Y | -33.1% | +155.6% | -188.7% | -36.2% |
| All | -27.6% | -19.7% | -7.9% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling