-34.2%
CPRT vs TT
+91.4%
-125.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.4% | +4.0% | -4.4% | -0.9% |
| 30D | +21.2% | -11.3% | +32.5% | +23.1% |
| 3M | +8.3% | -12.3% | +20.6% | +10.2% |
| 6M | -3.4% | -10.8% | +7.5% | -2.5% |
| YTD | -18.7% | +8.2% | -26.9% | -23.0% |
| 1Y | -23.5% | +1.5% | -25.0% | -26.1% |
| 3Y | -34.2% | +91.5% | -125.6% | -53.7% |
| All | -34.2% | +91.4% | -125.6% | -53.7% |
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