-14.1%
CPRT vs TTWO
+41.7%
-55.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.7% |
| 7D | -8.4% | +1.3% | -9.7% | -8.8% |
| 30D | +4.6% | -13.4% | +18.0% | +8.7% |
| 3M | -1.9% | +3.1% | -5.0% | -3.2% |
| 6M | -15.3% | +3.8% | -19.1% | -16.8% |
| YTD | -21.5% | -15.3% | -6.2% | -18.6% |
| 1Y | -36.6% | -11.1% | -25.5% | -35.5% |
| 3Y | -31.2% | +52.0% | -83.2% | -42.1% |
| 5Y | -14.1% | +40.9% | -55.1% | -30.2% |
| All | -14.1% | +41.7% | -55.8% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling