-23.9%
CPRT vs TEVA
+106.6%
-130.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.2% | +5.0% |
| 7D | +12.6% | +4.7% | +7.9% | +12.4% |
| 30D | +18.0% | +5.5% | +12.5% | +17.6% |
| 3M | +11.0% | +21.6% | -10.6% | +9.9% |
| 6M | -2.0% | +18.4% | -20.4% | -3.1% |
| YTD | -16.7% | +34.1% | -50.8% | -18.0% |
| 1Y | -23.9% | +104.5% | -128.4% | -21.9% |
| All | -23.9% | +106.6% | -130.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling