-34.2%
CPRT vs FDX
+74.4%
-108.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.4% | +5.2% | -5.6% | -1.2% |
| 30D | +21.2% | +11.3% | +9.9% | +19.1% |
| 3M | +8.3% | -4.1% | +12.4% | +8.8% |
| 6M | -3.4% | +9.6% | -13.0% | -5.2% |
| YTD | -18.7% | +40.9% | -59.6% | -24.2% |
| 1Y | -23.5% | +53.0% | -76.5% | -29.8% |
| 3Y | -34.2% | +74.1% | -108.2% | -41.4% |
| All | -34.2% | +74.4% | -108.6% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling