+2,883.7%
TSLA vs CPRT
+399.1%
+2,484.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +4.0% | +4.6% |
| 7D | -6.4% | +1.6% | -8.0% | -7.5% |
| 30D | -1.2% | +18.8% | -20.0% | -11.9% |
| 3M | +15.1% | +9.4% | +5.6% | +6.7% |
| 6M | -11.7% | -4.4% | -7.4% | -12.9% |
| YTD | -15.9% | -17.1% | +1.2% | -9.3% |
| 1Y | -12.0% | -19.9% | +7.9% | -3.0% |
| 3Y | +80.0% | -30.5% | +110.5% | +116.1% |
| 5Y | +10.8% | -15.9% | +26.7% | +14.8% |
| 10Y | +2,883.7% | +386.7% | +2,497.0% | +1,486.4% |
| All | +2,883.7% | +399.1% | +2,484.5% | +1,486.4% |
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