-23.5%
CPRT vs TLN
+1.6%
-25.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.8% |
| 7D | -0.4% | +11.0% | -11.4% | +0.8% |
| 30D | +21.2% | +4.9% | +16.3% | +22.2% |
| 3M | +8.3% | +4.9% | +3.4% | +9.7% |
| 6M | -3.4% | +7.1% | -10.5% | -2.1% |
| YTD | -18.7% | +0.3% | -19.0% | -17.6% |
| 1Y | -23.5% | +5.9% | -29.4% | -22.4% |
| All | -23.5% | +1.6% | -25.1% | -22.4% |
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