+6.3%
TSLA vs CPRT
-33.0%
+39.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +3.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +12.0% | +9.9% | +2.1% | +13.0% |
| 3M | -10.0% | +5.6% | -15.6% | -9.0% |
| 6M | -7.2% | -13.6% | +6.4% | -3.9% |
| YTD | -18.1% | -16.7% | -1.4% | -14.4% |
| 1Y | +6.3% | -33.1% | +39.4% | +15.3% |
| All | +6.3% | -33.0% | +39.3% | +15.3% |
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