+18,692.7%
CPRT vs FDS
+10,266.7%
+8,426.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +4.0% | -2.0% | +6.0% | +4.6% |
| 30D | +18.2% | +13.5% | +4.7% | +14.0% |
| 3M | +9.2% | +15.2% | -6.0% | +4.6% |
| 6M | -4.8% | +47.0% | -51.9% | -15.8% |
| YTD | -17.5% | +13.9% | -31.4% | -22.2% |
| 1Y | -22.0% | +25.2% | -47.2% | -28.6% |
| 3Y | -33.7% | -25.3% | -8.4% | -30.1% |
| 5Y | -15.0% | -23.3% | +8.3% | -11.3% |
| 10Y | +385.2% | +126.0% | +259.1% | +276.0% |
| All | +18,692.7% | +10,266.7% | +8,426.0% | +6,525.5% |
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