-42.2%
CPRT vs TEM
+46.9%
-89.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.7% |
| 7D | -8.4% | -9.2% | +0.7% | -7.9% |
| 30D | +4.6% | +5.5% | -0.9% | +4.0% |
| 3M | -1.9% | +18.7% | -20.7% | -3.4% |
| 6M | -15.3% | +15.4% | -30.7% | -16.8% |
| YTD | -21.5% | -0.5% | -20.9% | -22.3% |
| 1Y | -36.6% | -24.8% | -11.8% | -36.5% |
| All | -42.2% | +46.9% | -89.1% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling