-38.8%
CPRT vs TTMI
+155.3%
-194.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -2.3% |
| 7D | -11.2% | +0.7% | -11.8% | -11.1% |
| 30D | +3.3% | -8.4% | +11.8% | +2.8% |
| 3M | -3.6% | -32.5% | +28.9% | -4.8% |
| 6M | -15.8% | +32.5% | -48.2% | -15.1% |
| YTD | -23.5% | +83.2% | -106.7% | -21.5% |
| 1Y | -38.8% | +161.7% | -200.4% | -33.7% |
| All | -38.8% | +155.3% | -194.1% | -33.7% |
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