-23.9%
CPRT vs TEM
-11.1%
-12.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +5.2% |
| 7D | +12.6% | -1.3% | +13.9% | +12.6% |
| 30D | +18.0% | -9.5% | +27.5% | +18.6% |
| 3M | +11.0% | +60.7% | -49.7% | +5.9% |
| 6M | -2.0% | +35.5% | -37.5% | -6.0% |
| YTD | -16.7% | +28.0% | -44.7% | -20.8% |
| 1Y | -23.9% | -10.5% | -13.4% | -27.0% |
| All | -23.9% | -11.1% | -12.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling