+415.3%
CPRT vs TT
+899.5%
-484.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +0.4% | +1.6% | -1.2% | -0.3% |
| 30D | +9.9% | -7.3% | +17.2% | +13.6% |
| 3M | +5.6% | -2.6% | +8.2% | +5.8% |
| 6M | -13.6% | +5.9% | -19.5% | -17.7% |
| YTD | -16.7% | +15.4% | -32.1% | -24.4% |
| 1Y | -33.1% | +8.2% | -41.4% | -37.7% |
| 3Y | -27.1% | +122.7% | -149.7% | -55.3% |
| 5Y | -9.9% | +145.0% | -154.8% | -48.9% |
| 10Y | +415.3% | +893.7% | -478.4% | +54.1% |
| All | +415.3% | +899.5% | -484.2% | +54.1% |
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