-23.9%
CPRT vs TTWO
-18.4%
-5.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.1% | -2.1% | +3.2% |
| 7D | +12.6% | +7.0% | +5.7% | +10.7% |
| 30D | +18.0% | +2.7% | +15.3% | +17.1% |
| 3M | +11.0% | -13.0% | +24.0% | +13.6% |
| 6M | -2.0% | -7.2% | +5.2% | -1.0% |
| YTD | -16.7% | -18.4% | +1.7% | -18.7% |
| 1Y | -23.9% | -17.2% | -6.6% | -25.7% |
| All | -23.9% | -18.4% | -5.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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