-22.2%
CPRT vs FDS
+27.2%
-49.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -1.4% | -2.1% | +0.8% | -0.8% |
| 30D | +21.5% | +16.0% | +5.5% | +16.9% |
| 3M | +9.4% | +18.8% | -9.4% | +4.4% |
| 6M | -3.3% | +54.1% | -57.4% | -12.1% |
| YTD | -17.8% | +17.0% | -34.8% | -22.0% |
| 1Y | -22.2% | +25.5% | -47.7% | -27.8% |
| All | -22.2% | +27.2% | -49.4% | -27.8% |
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