+392.8%
CPRT vs FE
+105.3%
+287.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +6.0% | -1.0% | +7.1% | +6.4% |
| 30D | +20.0% | +4.1% | +15.9% | +18.7% |
| 3M | +10.1% | -1.0% | +11.1% | +10.5% |
| 6M | -4.3% | +4.0% | -8.3% | -5.3% |
| YTD | -18.4% | +6.8% | -25.2% | -20.1% |
| 1Y | -20.1% | +5.3% | -25.4% | -21.5% |
| 3Y | -30.4% | +44.6% | -75.0% | -38.5% |
| 5Y | -17.0% | +44.2% | -61.2% | -27.4% |
| All | +392.8% | +105.3% | +287.5% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling