+379.4%
TTD vs CPRT
+395.0%
-15.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.7% |
| 7D | +6.3% | +2.2% | +4.1% | +4.2% |
| 30D | -23.9% | +16.6% | -40.5% | -34.8% |
| 3M | -31.4% | +9.6% | -41.0% | -38.6% |
| 6M | -42.7% | -11.1% | -31.5% | -37.9% |
| YTD | -62.0% | -13.9% | -48.1% | -58.0% |
| 1Y | -72.2% | -32.5% | -39.7% | -61.7% |
| 3Y | -81.9% | -25.0% | -56.9% | -78.9% |
| 5Y | -81.5% | -7.4% | -74.2% | -81.9% |
| All | +379.4% | +395.0% | -15.6% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling