-33.5%
CPRT vs TSEM
+599.9%
-633.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.6% | -8.0% | -0.2% |
| 7D | -1.4% | +6.8% | -8.1% | -1.2% |
| 30D | +21.5% | -26.6% | +48.1% | +21.1% |
| 3M | +9.4% | -36.3% | +45.8% | +9.2% |
| 6M | -3.3% | -30.6% | +27.3% | -4.3% |
| YTD | -17.8% | +35.3% | -53.1% | -23.1% |
| 1Y | -22.2% | +59.2% | -81.4% | -28.7% |
| All | -33.5% | +599.9% | -633.3% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling