-9.8%
CPRT vs TE
-43.0%
+33.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -1.7% |
| 7D | -0.4% | +15.0% | -15.4% | -0.9% |
| 30D | +8.2% | -7.5% | +15.8% | +8.4% |
| 3M | +2.3% | -42.0% | +44.3% | +3.5% |
| 6M | -14.7% | -31.4% | +16.7% | -15.3% |
| YTD | -18.2% | -26.5% | +8.3% | -19.6% |
| 1Y | -33.4% | +153.1% | -186.5% | -40.0% |
| 3Y | -28.3% | -20.7% | -7.6% | -31.4% |
| 5Y | -9.8% | -45.4% | +35.6% | -15.3% |
| All | -9.8% | -43.0% | +33.2% | -15.3% |
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