-9.9%
CPRT vs TSEM
+657.2%
-667.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.3% |
| 7D | +0.4% | +10.4% | -10.0% | -0.2% |
| 30D | +9.9% | -12.9% | +22.9% | +10.7% |
| 3M | +5.6% | -9.2% | +14.8% | +5.1% |
| 6M | -13.6% | +98.8% | -112.4% | -22.8% |
| YTD | -16.7% | +87.2% | -103.9% | -25.7% |
| 1Y | -33.1% | +239.0% | -272.1% | -46.3% |
| 3Y | -27.1% | +679.5% | -706.6% | -51.8% |
| 5Y | -9.9% | +667.3% | -677.1% | -41.6% |
| All | -9.9% | +657.2% | -667.1% | -41.6% |
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 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