-17.8%
CPRT vs TTMI
+432.3%
-450.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.4% |
| 7D | -1.5% | +22.6% | -24.1% | -2.2% |
| 30D | +21.4% | -34.3% | +55.6% | +23.0% |
| 3M | +10.4% | -44.8% | +55.1% | +12.8% |
| 6M | -4.3% | -53.3% | +49.0% | -1.9% |
| YTD | -18.3% | +10.6% | -28.8% | -26.8% |
| 1Y | -22.5% | +8.2% | -30.7% | -30.9% |
| 3Y | -34.3% | +435.7% | -470.0% | -60.2% |
| 5Y | -17.8% | +434.2% | -451.9% | -55.5% |
| All | -17.8% | +432.3% | -450.1% | -55.5% |
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