+3,125.8%
TSLA vs CPRT
+368.4%
+2,757.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +8.9% | -0.4% | +9.3% | +9.2% |
| 30D | +6.3% | +21.2% | -14.9% | -6.5% |
| 3M | +14.8% | +8.3% | +6.5% | +7.0% |
| 6M | -12.4% | -3.4% | -9.0% | -14.2% |
| YTD | -13.2% | -18.7% | +5.5% | -5.3% |
| 1Y | -2.9% | -23.5% | +20.6% | +10.3% |
| 3Y | +74.4% | -34.2% | +108.6% | +117.4% |
| 5Y | +13.3% | -18.2% | +31.5% | +19.5% |
| All | +3,125.8% | +368.4% | +2,757.4% | +1,582.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling