-9.9%
CPRT vs FCEL
-90.2%
+80.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +18.8% | -22.1% | -4.0% |
| 7D | +0.4% | +4.0% | -3.6% | +0.1% |
| 30D | +9.9% | -13.1% | +23.0% | +10.2% |
| 3M | +5.6% | +14.6% | -8.9% | +2.9% |
| 6M | -13.6% | +133.7% | -147.3% | -20.5% |
| YTD | -16.7% | +143.0% | -159.7% | -24.0% |
| 1Y | -33.1% | +320.9% | -354.0% | -42.1% |
| 3Y | -27.1% | -58.9% | +31.8% | -27.2% |
| 5Y | -9.9% | -89.7% | +79.8% | +0.1% |
| All | -9.9% | -90.2% | +80.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling