+40.8%
TSLA vs CPRT
-25.6%
+66.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.1% |
| 7D | +1.5% | +2.2% | -0.7% | +0.6% |
| 30D | +10.1% | +16.6% | -6.5% | +3.2% |
| 3M | -15.4% | +9.6% | -25.0% | -19.5% |
| 6M | -12.8% | -11.1% | -1.7% | -6.3% |
| YTD | -21.3% | -13.9% | -7.4% | -14.2% |
| 1Y | +4.6% | -32.5% | +37.1% | +35.2% |
| All | +40.8% | -25.6% | +66.4% | +56.8% |
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