-28.8%
CPRT vs FCUV
-99.2%
+70.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | -1.8% |
| 7D | -0.4% | -63.8% | +63.3% | -0.4% |
| 30D | +8.2% | -14.7% | +22.9% | +8.4% |
| 3M | +2.3% | +65.3% | -63.0% | +3.1% |
| 6M | -14.7% | -68.5% | +53.7% | -13.9% |
| YTD | -18.2% | -83.0% | +64.9% | -17.1% |
| 1Y | -33.4% | -94.4% | +61.0% | -32.3% |
| All | -28.8% | -99.2% | +70.4% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling