+374.9%
CPRT vs TTWO
+406.5%
-31.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -11.2% | +0.4% | -11.5% | -11.3% |
| 30D | +3.3% | -11.3% | +14.6% | +6.6% |
| 3M | -3.6% | +1.6% | -5.2% | -4.4% |
| 6M | -15.8% | +2.1% | -17.8% | -16.8% |
| YTD | -23.5% | -15.8% | -7.7% | -20.6% |
| 1Y | -38.8% | -12.6% | -26.2% | -37.3% |
| 3Y | -33.4% | +48.2% | -81.7% | -42.4% |
| 5Y | -16.4% | +40.0% | -56.3% | -28.5% |
| All | +374.9% | +406.5% | -31.6% | +202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling