+21,200.5%
CPRT vs FDX
+2,682.6%
+18,517.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.5% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +18.8% | +9.3% | +9.5% | +15.7% |
| 3M | +9.4% | +0.5% | +8.9% | +9.1% |
| 6M | -4.4% | +5.3% | -9.7% | -6.4% |
| YTD | -17.1% | +38.6% | -55.7% | -25.9% |
| 1Y | -19.9% | +53.5% | -73.4% | -30.7% |
| 3Y | -30.5% | +74.2% | -104.7% | -43.8% |
| 5Y | -15.9% | +75.3% | -91.2% | -33.9% |
| 10Y | +386.7% | +156.3% | +230.4% | +222.8% |
| All | +21,200.5% | +2,682.6% | +18,517.9% | +7,966.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling