-15.4%
CPRT vs TSEM
+335.9%
-351.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.6% | -8.0% | -0.6% |
| 7D | -1.4% | +6.8% | -8.1% | -1.6% |
| 30D | +21.5% | -26.6% | +48.1% | +22.6% |
| 3M | +9.4% | -36.3% | +45.8% | +11.0% |
| 6M | -3.3% | -30.6% | +27.3% | -4.0% |
| YTD | -17.8% | +35.3% | -53.1% | -25.8% |
| 1Y | -22.2% | +59.2% | -81.4% | -31.7% |
| 3Y | -34.0% | +547.7% | -581.6% | -56.8% |
| 5Y | -15.4% | +337.5% | -353.0% | -38.7% |
| All | -15.4% | +335.9% | -351.3% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling