+415.3%
CPRT vs FDS
+77.6%
+337.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.4% |
| 7D | +0.4% | -5.4% | +5.8% | +2.9% |
| 30D | +9.9% | +1.6% | +8.3% | +9.0% |
| 3M | +5.6% | +17.7% | -12.1% | -2.7% |
| 6M | -13.6% | +29.1% | -42.7% | -24.9% |
| YTD | -16.7% | +1.0% | -17.7% | -19.2% |
| 1Y | -33.1% | -21.6% | -11.5% | -27.0% |
| 3Y | -27.1% | -30.1% | +3.1% | -17.0% |
| 5Y | -9.9% | -20.7% | +10.9% | -5.7% |
| 10Y | +415.3% | +78.3% | +337.0% | +241.3% |
| All | +415.3% | +77.6% | +337.7% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling