+361.5%
CPRT vs TEL
+283.7%
+77.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | -0.4% | +4.5% | -4.9% | -2.4% |
| 30D | +21.2% | +2.9% | +18.3% | +19.0% |
| 3M | +8.3% | +1.1% | +7.2% | +6.6% |
| 6M | -3.4% | +5.0% | -8.4% | -7.4% |
| YTD | -18.7% | -3.9% | -14.8% | -20.5% |
| 1Y | -23.5% | -7.4% | -16.1% | -24.1% |
| 3Y | -34.2% | +81.0% | -115.1% | -56.5% |
| 5Y | -18.2% | +42.3% | -60.5% | -38.8% |
| All | +361.5% | +283.7% | +77.8% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling