-33.4%
CPRT vs TEM
-24.0%
-9.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +2.9% | -1.4% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +8.2% | +11.3% | -3.1% | +6.7% |
| 3M | +2.3% | +25.5% | -23.2% | -0.1% |
| 6M | -14.7% | +17.1% | -31.9% | -16.9% |
| YTD | -18.2% | +3.8% | -22.0% | -20.2% |
| 1Y | -33.4% | -24.4% | -9.0% | -34.0% |
| All | -33.4% | -24.0% | -9.4% | -34.0% |
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