+527.9%
TTD vs CPRT
+384.2%
+143.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.0% |
| 7D | +20.8% | -1.4% | +22.2% | +22.4% |
| 30D | +33.8% | +21.5% | +12.3% | +12.6% |
| 3M | +17.8% | +9.4% | +8.4% | +6.5% |
| 6M | -25.7% | -3.3% | -22.4% | -26.4% |
| YTD | -57.9% | -17.8% | -40.1% | -51.9% |
| 1Y | -63.8% | -22.2% | -41.7% | -56.6% |
| 3Y | -75.0% | -34.0% | -41.1% | -67.0% |
| 5Y | -82.5% | -15.4% | -67.1% | -81.7% |
| 10Y | +527.9% | +376.0% | +151.9% | +94.9% |
| All | +527.9% | +384.2% | +143.7% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling