-9.8%
CPRT vs TTMI
+806.9%
-816.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.5% |
| 7D | -0.4% | +7.5% | -7.9% | -0.9% |
| 30D | +8.2% | -4.5% | +12.7% | +8.4% |
| 3M | +2.3% | -28.5% | +30.8% | +4.3% |
| 6M | -14.7% | +28.4% | -43.1% | -20.0% |
| YTD | -18.2% | +80.1% | -98.3% | -27.9% |
| 1Y | -33.4% | +161.0% | -194.4% | -46.0% |
| 3Y | -28.3% | +862.4% | -890.8% | -58.4% |
| 5Y | -9.8% | +812.9% | -822.8% | -49.5% |
| All | -9.8% | +806.9% | -816.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling