-23.9%
CPRT vs FANG
+32.3%
-56.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +4.4% |
| 7D | +12.6% | -11.3% | +24.0% | +11.0% |
| 30D | +18.0% | -0.7% | +18.6% | +17.5% |
| 3M | +11.0% | -4.2% | +15.1% | +10.3% |
| 6M | -2.0% | -13.5% | +11.5% | -2.3% |
| YTD | -16.7% | +23.7% | -40.4% | -18.4% |
| 1Y | -23.9% | +34.3% | -58.2% | -24.5% |
| All | -23.9% | +32.3% | -56.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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