-15.1%
TSLA vs CPRT
-20.1%
+5.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +4.0% | +5.7% |
| 7D | -6.4% | +1.6% | -8.0% | -6.2% |
| 30D | -1.2% | +18.8% | -20.0% | +0.7% |
| 3M | +15.1% | +9.4% | +5.6% | +16.9% |
| 6M | -11.7% | -4.4% | -7.4% | -9.4% |
| YTD | -15.9% | -17.1% | +1.2% | -12.3% |
| All | -15.1% | -20.1% | +5.0% | -18.3% |
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