-15.1%
CPRT vs FCEL
-96.7%
+81.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.3% |
| 7D | +4.0% | -8.3% | +12.3% | +4.2% |
| 30D | +18.2% | -43.0% | +61.2% | +20.2% |
| 3M | +9.2% | -48.2% | +57.3% | +10.9% |
| 6M | -4.8% | -25.0% | +20.1% | -7.5% |
| YTD | -17.5% | +40.6% | -58.1% | -23.7% |
| 1Y | -22.0% | +36.0% | -58.0% | -28.1% |
| 3Y | -33.7% | -66.7% | +33.0% | -35.2% |
| All | -15.1% | -96.7% | +81.6% | +12.8% |
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 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