+22,034.1%
CPRT vs FDX
+2,703.7%
+19,330.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | -2.5% | +4.7% | +3.0% |
| 30D | +16.6% | +3.8% | +12.8% | +15.2% |
| 3M | +9.6% | -1.3% | +10.9% | +9.5% |
| 6M | -11.1% | +5.0% | -16.1% | -13.3% |
| YTD | -13.9% | +39.6% | -53.5% | -23.1% |
| 1Y | -32.5% | +81.1% | -113.6% | -44.5% |
| 3Y | -25.0% | +63.0% | -88.1% | -38.2% |
| 5Y | -7.4% | +65.6% | -73.0% | -26.0% |
| 10Y | +422.0% | +183.4% | +238.6% | +236.2% |
| All | +22,034.1% | +2,703.7% | +19,330.4% | +8,263.5% |
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 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