-7.6%
TSLA vs CPRT
-17.4%
+9.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +5.2% |
| 7D | -10.4% | +6.0% | -16.4% | -13.9% |
| 30D | -5.2% | +20.0% | -25.2% | -16.3% |
| 3M | +12.1% | +10.1% | +2.0% | +3.2% |
| 6M | -10.2% | -4.3% | -5.8% | -10.9% |
| YTD | -20.3% | -18.4% | -2.0% | -11.1% |
| 1Y | -19.7% | -20.1% | +0.4% | -9.2% |
| 3Y | +63.4% | -30.4% | +93.8% | +98.5% |
| All | -7.6% | -17.4% | +9.8% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling