-23.9%
CPRT vs TTMI
+9.6%
-33.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -10.1% | +15.1% | +3.9% |
| 7D | +12.6% | -19.2% | +31.8% | +10.4% |
| 30D | +18.0% | -44.9% | +62.9% | +12.7% |
| 3M | +11.0% | -44.7% | +55.7% | +6.5% |
| 6M | -2.0% | -53.4% | +51.4% | -6.4% |
| YTD | -16.7% | +6.3% | -23.0% | -18.8% |
| 1Y | -23.9% | +10.7% | -34.6% | -25.4% |
| All | -23.9% | +9.6% | -33.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling