+20,793.5%
CPRT vs FCEL
-99.9%
+20,893.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | -0.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +21.2% | -31.6% | +52.8% | +23.3% |
| 3M | +8.3% | -52.4% | +60.7% | +11.8% |
| 6M | -3.4% | -51.4% | +48.0% | -3.1% |
| YTD | -18.7% | +32.4% | -51.1% | -24.7% |
| 1Y | -23.5% | +37.5% | -61.0% | -29.6% |
| 3Y | -34.2% | -69.3% | +35.1% | -37.6% |
| 5Y | -18.2% | -97.1% | +78.9% | -12.3% |
| 10Y | +370.9% | -99.1% | +470.1% | +332.6% |
| All | +20,793.5% | -99.9% | +20,893.4% | +17,504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling