-38.8%
CPRT vs FCEL
+180.7%
-219.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | -11.2% | +6.3% | -17.5% | -11.1% |
| 30D | +3.3% | -26.7% | +30.0% | +3.0% |
| 3M | -3.6% | -10.2% | +6.6% | -4.4% |
| 6M | -15.8% | +123.5% | -139.2% | -18.0% |
| YTD | -23.5% | +117.4% | -140.9% | -25.7% |
| 1Y | -38.8% | +146.0% | -184.7% | -40.8% |
| All | -38.8% | +180.7% | -219.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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