+74.4%
TSLA vs CPRT
-34.3%
+108.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +8.9% | -0.4% | +9.3% | +9.1% |
| 30D | +6.3% | +21.2% | -14.9% | -0.5% |
| 3M | +14.8% | +8.3% | +6.5% | +11.0% |
| 6M | -12.4% | -3.4% | -9.0% | -11.6% |
| YTD | -13.2% | -18.7% | +5.5% | -3.8% |
| 1Y | -2.9% | -23.5% | +20.6% | +11.7% |
| 3Y | +74.4% | -34.2% | +108.6% | +127.9% |
| All | +74.4% | -34.3% | +108.7% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling