-26.9%
CPRT vs TLN
+716.6%
-743.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.5% |
| 7D | -1.4% | +15.9% | -17.3% | -1.6% |
| 30D | +21.5% | -0.3% | +21.8% | +21.6% |
| 3M | +9.4% | +5.8% | +3.6% | +9.3% |
| 6M | -3.3% | -1.2% | -2.1% | -3.4% |
| YTD | -17.8% | +1.0% | -18.9% | -18.4% |
| 1Y | -22.2% | +1.1% | -23.3% | -22.8% |
| 3Y | -34.0% | +591.7% | -625.7% | -49.9% |
| All | -26.9% | +716.6% | -743.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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