-39.0%
CPRT vs TEM
+111.1%
-150.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.0% | -9.5% | +0.9% |
| 7D | +1.6% | +7.6% | -6.0% | +1.1% |
| 30D | +18.8% | +19.0% | -0.3% | +17.3% |
| 3M | +9.4% | +62.2% | -52.8% | +5.5% |
| 6M | -4.4% | +69.4% | -73.7% | -8.3% |
| YTD | -17.1% | +43.0% | -60.1% | -20.1% |
| 1Y | -19.9% | +18.0% | -37.9% | -22.1% |
| All | -39.0% | +111.1% | -150.1% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling