-15.1%
CPRT vs TE
-81.1%
+66.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.1% | -0.2% |
| 7D | +4.0% | -26.9% | +30.8% | +4.8% |
| 30D | +18.2% | -38.9% | +57.2% | +19.7% |
| 3M | +9.2% | -61.0% | +70.2% | +11.9% |
| 6M | -4.8% | -66.4% | +61.6% | -3.4% |
| YTD | -17.5% | -69.0% | +51.5% | -17.0% |
| 1Y | -22.0% | -54.0% | +32.0% | -23.6% |
| 3Y | -33.7% | +38.0% | -71.7% | -44.7% |
| All | -15.1% | -81.1% | +66.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling