-4.3%
CPRT vs TT
-16.5%
+12.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -0.7% |
| 7D | +6.0% | -2.0% | +8.1% | +5.3% |
| 30D | +20.0% | -14.0% | +34.0% | +13.6% |
| 3M | +10.1% | -15.9% | +26.0% | +4.2% |
| 6M | -4.3% | -17.3% | +13.0% | -11.0% |
| All | -4.3% | -16.5% | +12.2% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling