-33.4%
CPRT vs TTWO
+50.8%
-84.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -11.2% | +0.4% | -11.5% | -11.3% |
| 30D | +3.3% | -11.3% | +14.6% | +5.9% |
| 3M | -3.6% | +1.6% | -5.2% | -4.2% |
| 6M | -15.8% | +2.1% | -17.8% | -16.6% |
| YTD | -23.5% | -15.8% | -7.7% | -21.5% |
| 1Y | -38.8% | -12.6% | -26.2% | -37.8% |
| 3Y | -33.4% | +48.2% | -81.7% | -43.0% |
| All | -33.4% | +50.8% | -84.2% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling