+41.5%
CPRT vs TE
-53.0%
+94.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +2.2% | -4.0% | +6.2% | +2.3% |
| 30D | +16.6% | -15.9% | +32.5% | +17.2% |
| 3M | +9.6% | -60.5% | +70.1% | +12.4% |
| 6M | -11.1% | -35.2% | +24.1% | -11.5% |
| YTD | -13.9% | -31.1% | +17.3% | -15.1% |
| 1Y | -32.5% | +148.6% | -181.2% | -39.1% |
| 3Y | -25.0% | -26.4% | +1.4% | -28.9% |
| 5Y | -7.4% | -48.0% | +40.6% | -12.4% |
| All | +41.5% | -53.0% | +94.5% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling