-27.1%
CPRT vs TTMI
+857.4%
-884.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -3.3% |
| 7D | +0.4% | +12.2% | -11.8% | +0.3% |
| 30D | +9.9% | -5.7% | +15.6% | +10.0% |
| 3M | +5.6% | -27.5% | +33.1% | +6.6% |
| 6M | -13.6% | +47.1% | -60.8% | -17.5% |
| YTD | -16.7% | +87.5% | -104.2% | -22.9% |
| 1Y | -33.1% | +175.2% | -208.3% | -41.9% |
| 3Y | -27.1% | +901.9% | -929.0% | -50.6% |
| All | -27.1% | +857.4% | -884.5% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling