-73.1%
TTD vs CPRT
-33.0%
-40.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +1.6% | +9.9% | -8.3% | -1.8% |
| 3M | -27.8% | +5.6% | -33.5% | -29.3% |
| 6M | -52.1% | -13.6% | -38.5% | -49.2% |
| YTD | -63.1% | -16.7% | -46.3% | -60.0% |
| 1Y | -73.1% | -33.1% | -39.9% | -72.1% |
| All | -73.1% | -33.0% | -40.0% | -72.1% |
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