+18,780.0%
CPRT vs FDS
+10,290.2%
+8,489.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +1.6% | -5.0% | +6.6% | +3.2% |
| 30D | +18.8% | +13.8% | +5.0% | +14.4% |
| 3M | +9.4% | +14.8% | -5.4% | +4.9% |
| 6M | -4.4% | +47.4% | -51.8% | -15.5% |
| YTD | -17.1% | +14.2% | -31.3% | -21.9% |
| 1Y | -19.9% | +26.6% | -46.5% | -27.0% |
| 3Y | -30.5% | -24.4% | -6.1% | -27.0% |
| 5Y | -15.9% | -22.6% | +6.7% | -12.5% |
| 10Y | +386.7% | +130.0% | +256.7% | +275.6% |
| All | +18,780.0% | +10,290.2% | +8,489.8% | +6,551.8% |
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 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