-27.4%
CPRT vs TLN
+630.2%
-657.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.7% |
| 7D | +6.0% | -1.3% | +7.3% | +6.0% |
| 30D | +20.0% | -10.5% | +30.5% | +20.3% |
| 3M | +10.1% | +0.1% | +10.0% | +9.9% |
| 6M | -4.3% | -17.4% | +13.1% | -3.8% |
| YTD | -18.4% | -9.7% | -8.7% | -18.8% |
| 1Y | -20.1% | -12.3% | -7.8% | -20.4% |
| 3Y | -30.4% | +528.3% | -558.7% | -47.3% |
| All | -27.4% | +630.2% | -657.6% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling