-23.9%
CPRT vs FDX
+65.6%
-89.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +4.7% |
| 7D | +12.6% | +8.1% | +4.5% | +12.0% |
| 30D | +18.0% | +13.9% | +4.0% | +17.1% |
| 3M | +11.0% | +5.5% | +5.4% | +10.2% |
| 6M | -2.0% | +15.1% | -17.1% | -3.0% |
| YTD | -16.7% | +43.2% | -59.9% | -16.6% |
| 1Y | -23.9% | +65.0% | -88.9% | -22.5% |
| All | -23.9% | +65.6% | -89.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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