+387.6%
CPRT vs TSEM
+1,289.9%
-902.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.5% |
| 7D | -8.4% | +0.9% | -9.4% | -8.6% |
| 30D | +4.6% | -16.6% | +21.2% | +7.0% |
| 3M | -1.9% | -10.9% | +9.0% | -2.7% |
| 6M | -15.3% | +78.0% | -93.3% | -28.2% |
| YTD | -21.5% | +77.2% | -98.7% | -34.2% |
| 1Y | -36.6% | +207.6% | -244.2% | -53.5% |
| 3Y | -31.2% | +637.8% | -669.0% | -60.8% |
| 5Y | -14.1% | +617.0% | -631.1% | -52.0% |
| All | +387.6% | +1,289.9% | -902.3% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling