+5,732.6%
CPRT vs TTMI
+504.4%
+5,228.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | -0.8% |
| 7D | +2.2% | +5.9% | -3.6% | +1.3% |
| 30D | +16.6% | -4.3% | +20.9% | +16.8% |
| 3M | +9.6% | -32.0% | +41.6% | +13.5% |
| 6M | -11.1% | +19.5% | -30.6% | -16.9% |
| YTD | -13.9% | +82.0% | -95.9% | -25.3% |
| 1Y | -32.5% | +172.6% | -205.1% | -45.9% |
| 3Y | -25.0% | +744.7% | -769.7% | -51.1% |
| 5Y | -7.4% | +805.6% | -812.9% | -41.3% |
| 10Y | +422.0% | +1,057.6% | -635.6% | +207.3% |
| All | +5,732.6% | +504.4% | +5,228.3% | +2,638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling