-28.8%
CPRT vs TSLQ
-95.6%
+66.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.4% | -8.0% | +7.6% | -0.7% |
| 30D | +8.2% | -23.8% | +32.0% | +7.3% |
| 3M | +2.3% | -7.0% | +9.3% | +2.6% |
| 6M | -14.7% | -17.1% | +2.4% | -14.6% |
| YTD | -18.2% | +0.1% | -18.2% | -17.0% |
| 1Y | -33.4% | -51.2% | +17.8% | -34.7% |
| All | -28.8% | -95.6% | +66.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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