-23.9%
CPRT vs TSEM
+79.9%
-103.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.7% | +13.8% | +4.1% |
| 7D | +12.6% | -23.1% | +35.7% | +10.2% |
| 30D | +18.0% | -40.4% | +58.4% | +13.4% |
| 3M | +11.0% | -37.9% | +48.8% | +7.6% |
| 6M | -2.0% | -30.8% | +28.8% | -4.1% |
| YTD | -16.7% | +26.7% | -43.4% | -17.6% |
| 1Y | -23.9% | +80.5% | -104.3% | -27.1% |
| All | -23.9% | +79.9% | -103.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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