-23.9%
CPRT vs FDS
+31.1%
-55.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.1% | +4.2% |
| 7D | +12.6% | +9.4% | +3.2% | +9.9% |
| 30D | +18.0% | +23.8% | -5.8% | +11.4% |
| 3M | +11.0% | +25.1% | -14.2% | +4.4% |
| 6M | -2.0% | +53.8% | -55.8% | -11.5% |
| YTD | -16.7% | +19.6% | -36.2% | -20.6% |
| 1Y | -23.9% | +31.6% | -55.5% | -31.8% |
| All | -23.9% | +31.1% | -55.0% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling