+12.6%
CPRT vs TSLQ
-97.8%
+110.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.3% |
| 7D | -0.4% | -16.8% | +16.5% | -1.3% |
| 30D | +21.2% | -18.0% | +39.1% | +20.2% |
| 3M | +8.3% | -34.5% | +42.8% | +6.4% |
| 6M | -3.4% | -8.9% | +5.5% | -2.4% |
| YTD | -18.7% | -19.0% | +0.3% | -17.8% |
| 1Y | -23.5% | -38.2% | +14.7% | -24.0% |
| 3Y | -34.2% | -96.9% | +62.8% | -42.7% |
| All | +12.6% | -97.8% | +110.4% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling