-18.7%
CPRT vs FCUV
-99.7%
+81.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +136.0% | -136.5% | -0.8% |
| 7D | -0.4% | +148.8% | -149.1% | -0.7% |
| 30D | +21.2% | +95.0% | -73.9% | +20.9% |
| 3M | +8.3% | +27.8% | -19.5% | +8.1% |
| 6M | -3.4% | +121.0% | -124.3% | -4.2% |
| YTD | -18.7% | -78.1% | +59.5% | -17.5% |
| 1Y | -23.5% | -94.3% | +70.7% | -20.7% |
| 3Y | -34.2% | -98.9% | +64.8% | -29.8% |
| All | -18.7% | -99.7% | +81.0% | -7.4% |
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