+20,924.8%
CPRT vs TEVA
+1,127.6%
+19,797.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | +8.2% | +2.0% | +6.3% | +7.9% |
| 3M | +2.3% | +7.0% | -4.7% | +1.0% |
| 6M | -14.7% | +17.0% | -31.7% | -17.1% |
| YTD | -18.2% | +18.1% | -36.3% | -20.7% |
| 1Y | -33.4% | +87.2% | -120.6% | -40.1% |
| 3Y | -28.3% | +283.1% | -311.4% | -44.1% |
| 5Y | -9.8% | +298.4% | -308.2% | -31.9% |
| 10Y | +412.4% | -23.4% | +435.8% | +363.6% |
| All | +20,924.8% | +1,127.6% | +19,797.2% | +12,913.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling