+273.1%
TSM vs CPRT
-7.1%
+280.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.7% |
| 7D | +2.7% | +2.2% | +0.5% | +1.8% |
| 30D | +3.6% | +16.6% | -13.0% | -2.8% |
| 3M | -3.4% | +9.6% | -13.0% | -8.1% |
| 6M | +20.6% | -11.1% | +31.7% | +26.4% |
| YTD | +41.9% | -13.9% | +55.7% | +49.9% |
| 1Y | +84.4% | -32.5% | +116.9% | +121.1% |
| 3Y | +380.2% | -25.0% | +405.3% | +421.6% |
| All | +273.1% | -7.1% | +280.3% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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