-38.7%
CPRT vs TEM
+60.7%
-99.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | +0.4% | +3.2% | -2.8% | +0.2% |
| 30D | +9.9% | +23.5% | -13.6% | +8.2% |
| 3M | +5.6% | +32.3% | -26.7% | +3.4% |
| 6M | -13.6% | +23.0% | -36.6% | -15.4% |
| YTD | -16.7% | +8.9% | -25.6% | -18.1% |
| 1Y | -33.1% | -19.9% | -13.3% | -33.3% |
| All | -38.7% | +60.7% | -99.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling