+796.7%
CPRT vs FANG
+1,412.9%
-616.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -11.2% | +2.9% | -14.1% | -11.5% |
| 30D | +3.3% | +2.6% | +0.7% | +3.0% |
| 3M | -3.6% | +7.6% | -11.1% | -4.7% |
| 6M | -15.8% | +17.3% | -33.1% | -17.9% |
| YTD | -23.5% | +38.7% | -62.2% | -27.1% |
| 1Y | -38.8% | +51.6% | -90.4% | -42.4% |
| 3Y | -33.4% | +50.0% | -83.4% | -38.1% |
| 5Y | -16.4% | +237.6% | -253.9% | -31.4% |
| 10Y | +379.1% | +180.7% | +198.4% | +256.0% |
| All | +796.7% | +1,412.9% | -616.1% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling