+374.9%
CPRT vs TEVA
-22.9%
+397.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.8% |
| 7D | -11.2% | +2.0% | -13.2% | -11.4% |
| 30D | +3.3% | +1.0% | +2.4% | +3.2% |
| 3M | -3.6% | +7.3% | -10.9% | -4.6% |
| 6M | -15.8% | +21.7% | -37.5% | -18.0% |
| YTD | -23.5% | +18.8% | -42.3% | -25.4% |
| 1Y | -38.8% | +86.5% | -125.2% | -43.7% |
| 3Y | -33.4% | +269.4% | -302.9% | -45.4% |
| 5Y | -16.4% | +303.6% | -319.9% | -33.8% |
| All | +374.9% | -22.9% | +397.8% | +329.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling