+374.9%
CPRT vs TTMI
+1,127.6%
-752.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.1% |
| 7D | -11.2% | +0.7% | -11.8% | -11.3% |
| 30D | +3.3% | -8.4% | +11.8% | +4.2% |
| 3M | -3.6% | -32.5% | +28.9% | +0.6% |
| 6M | -15.8% | +32.5% | -48.2% | -23.7% |
| YTD | -23.5% | +83.2% | -106.7% | -36.2% |
| 1Y | -38.8% | +161.7% | -200.4% | -53.9% |
| 3Y | -33.4% | +890.1% | -923.6% | -65.6% |
| 5Y | -16.4% | +832.4% | -848.8% | -57.6% |
| All | +374.9% | +1,127.6% | -752.6% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling