-17.1%
CPRT vs FDX
+72.6%
-89.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.9% |
| 7D | +6.0% | -1.6% | +7.7% | +6.5% |
| 30D | +20.0% | +6.6% | +13.4% | +18.2% |
| 3M | +10.1% | -2.1% | +12.2% | +10.6% |
| 6M | -4.3% | +2.2% | -6.5% | -5.3% |
| YTD | -18.4% | +33.9% | -52.3% | -25.5% |
| 1Y | -20.1% | +50.2% | -70.3% | -29.4% |
| 3Y | -30.4% | +65.5% | -95.9% | -42.3% |
| All | -17.1% | +72.6% | -89.7% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling