+15,873.3%
CPRT vs TSEM
+5.9%
+15,867.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -11.2% | -4.9% | -6.3% | -10.9% |
| 30D | +3.3% | -18.7% | +22.1% | +4.7% |
| 3M | -3.6% | -18.1% | +14.5% | -3.1% |
| 6M | -15.8% | +77.1% | -92.8% | -21.0% |
| YTD | -23.5% | +80.1% | -103.6% | -28.7% |
| 1Y | -38.8% | +220.4% | -259.1% | -45.7% |
| 3Y | -33.4% | +650.1% | -683.5% | -45.4% |
| 5Y | -16.4% | +628.9% | -645.2% | -31.6% |
| 10Y | +379.1% | +1,293.4% | -914.3% | +270.0% |
| All | +15,873.3% | +5.9% | +15,867.4% | +10,378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling