-14.1%
CPRT vs FCUV
-99.9%
+85.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -8.4% | -72.0% | +63.5% | -8.2% |
| 30D | +4.6% | -8.0% | +12.6% | +4.6% |
| 3M | -1.9% | +66.3% | -68.2% | -2.6% |
| 6M | -15.3% | -75.3% | +60.0% | -14.2% |
| YTD | -21.5% | -83.0% | +61.5% | -20.2% |
| 1Y | -36.6% | -94.7% | +58.0% | -34.7% |
| 3Y | -31.2% | -99.3% | +68.1% | -26.4% |
| 5Y | -14.1% | -99.9% | +85.7% | -1.8% |
| All | -14.1% | -99.9% | +85.7% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling