+386.7%
CPRT vs FDS
+135.1%
+251.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +1.6% | -5.0% | +6.6% | +4.0% |
| 30D | +18.8% | +13.8% | +5.0% | +12.1% |
| 3M | +9.4% | +14.8% | -5.4% | +2.5% |
| 6M | -4.4% | +47.4% | -51.8% | -21.3% |
| YTD | -17.1% | +14.2% | -31.3% | -24.1% |
| 1Y | -19.9% | +26.6% | -46.5% | -30.8% |
| 3Y | -30.5% | -24.4% | -6.1% | -23.4% |
| 5Y | -15.9% | -22.6% | +6.7% | -9.9% |
| 10Y | +386.7% | +130.0% | +256.7% | +187.8% |
| All | +386.7% | +135.1% | +251.6% | +187.8% |
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 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