-32.2%
CPRT vs TLN
-16.9%
-15.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.2% |
| 7D | +0.4% | +10.9% | -10.5% | +0.8% |
| 30D | +9.9% | -6.3% | +16.2% | +9.6% |
| 3M | +5.6% | -10.7% | +16.3% | +5.2% |
| 6M | -13.6% | +1.6% | -15.2% | -14.1% |
| YTD | -16.7% | -13.1% | -3.6% | -17.1% |
| All | -32.2% | -16.9% | -15.2% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling