+387.6%
CPRT vs FCUV
-98.6%
+486.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -8.4% | -72.0% | +63.5% | -8.4% |
| 30D | +4.6% | -8.0% | +12.6% | +4.6% |
| 3M | -1.9% | +66.3% | -68.2% | -1.9% |
| 6M | -15.3% | -75.3% | +60.0% | -15.2% |
| YTD | -21.5% | -83.0% | +61.5% | -21.3% |
| 1Y | -36.6% | -94.7% | +58.0% | -36.5% |
| 3Y | -31.2% | -99.3% | +68.1% | -31.0% |
| 5Y | -14.1% | -99.9% | +85.7% | -13.9% |
| All | +387.6% | -98.6% | +486.2% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling