-5.7%
CPRT vs TT
+140.2%
-145.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +16.6% | -7.2% | +23.8% | +19.9% |
| 3M | +9.6% | -3.0% | +12.6% | +9.8% |
| 6M | -11.1% | +1.4% | -12.5% | -13.3% |
| YTD | -13.9% | +15.9% | -29.8% | -21.5% |
| 1Y | -32.5% | +9.4% | -41.9% | -37.1% |
| 3Y | -25.0% | +124.4% | -149.4% | -55.4% |
| All | -5.7% | +140.2% | -145.8% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling