+646.5%
CPRT vs FCUV
-94.7%
+741.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +136.0% | -136.5% | -0.5% |
| 7D | -0.4% | +148.8% | -149.1% | -0.4% |
| 30D | +21.2% | +95.0% | -73.9% | +21.2% |
| 3M | +8.3% | +27.8% | -19.5% | +8.3% |
| 6M | -3.4% | +121.0% | -124.3% | -3.2% |
| YTD | -18.7% | -78.1% | +59.5% | -18.5% |
| 1Y | -23.5% | -94.3% | +70.7% | -23.3% |
| 3Y | -34.2% | -98.9% | +64.8% | -34.0% |
| 5Y | -18.2% | -99.7% | +81.5% | -18.0% |
| 10Y | +370.9% | -98.2% | +469.2% | +380.9% |
| All | +646.5% | -94.7% | +741.2% | +665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling