+4.6%
TSLA vs CPRT
-31.2%
+35.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -5.9% |
| 7D | +1.5% | +2.2% | -0.7% | +1.6% |
| 30D | +10.1% | +16.6% | -6.5% | +11.9% |
| 3M | -15.4% | +9.6% | -25.0% | -14.2% |
| 6M | -12.8% | -11.1% | -1.7% | -9.8% |
| YTD | -21.3% | -13.9% | -7.4% | -18.0% |
| 1Y | +4.6% | -32.5% | +37.1% | +12.2% |
| All | +4.6% | -31.2% | +35.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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