-30.4%
CPRT vs TT
+89.7%
-120.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | +6.0% | -2.0% | +8.1% | +6.3% |
| 30D | +20.0% | -14.0% | +34.0% | +22.5% |
| 3M | +10.1% | -15.9% | +26.0% | +12.8% |
| 6M | -4.3% | -17.3% | +13.0% | -2.0% |
| YTD | -18.4% | +4.0% | -22.3% | -22.3% |
| 1Y | -20.1% | -7.1% | -13.0% | -21.1% |
| 3Y | -30.4% | +90.2% | -120.6% | -53.9% |
| All | -30.4% | +89.7% | -120.1% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling