+386.7%
CPRT vs TT
+782.6%
-395.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | -0.5% |
| 7D | +1.6% | +1.7% | -0.1% | +0.7% |
| 30D | +18.8% | -11.8% | +30.6% | +24.6% |
| 3M | +9.4% | -12.6% | +22.0% | +14.8% |
| 6M | -4.4% | -9.4% | +5.0% | -2.5% |
| YTD | -17.1% | +8.8% | -25.9% | -23.7% |
| 1Y | -19.9% | -2.5% | -17.4% | -22.2% |
| 3Y | -30.5% | +95.7% | -126.2% | -55.1% |
| 5Y | -15.9% | +135.7% | -151.7% | -52.5% |
| 10Y | +386.7% | +750.6% | -363.9% | +45.6% |
| All | +386.7% | +782.6% | -395.9% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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