+19,518.9%
CPRT vs FDS
+9,502.8%
+10,016.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.4% |
| 7D | +2.2% | -1.9% | +4.1% | +2.8% |
| 30D | +16.6% | +9.0% | +7.6% | +13.6% |
| 3M | +9.6% | +18.9% | -9.3% | +3.6% |
| 6M | -11.1% | +35.1% | -46.3% | -19.7% |
| YTD | -13.9% | +5.5% | -19.4% | -16.9% |
| 1Y | -32.5% | -16.8% | -15.7% | -30.6% |
| 3Y | -25.0% | -28.1% | +3.0% | -20.1% |
| 5Y | -7.4% | -17.4% | +10.0% | -5.3% |
| 10Y | +422.0% | +85.4% | +336.5% | +326.1% |
| All | +19,518.9% | +9,502.8% | +10,016.1% | +6,976.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling