+385.2%
CPRT vs FE
+110.9%
+274.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | +18.2% | +4.3% | +13.9% | +16.8% |
| 3M | +9.2% | +0.4% | +8.8% | +9.1% |
| 6M | -4.8% | +6.9% | -11.8% | -6.6% |
| YTD | -17.5% | +8.0% | -25.5% | -19.5% |
| 1Y | -22.0% | +4.8% | -26.8% | -23.3% |
| 3Y | -33.7% | +49.0% | -82.7% | -42.0% |
| 5Y | -15.0% | +46.2% | -61.2% | -26.0% |
| 10Y | +385.2% | +120.9% | +264.3% | +304.0% |
| All | +385.2% | +110.9% | +274.3% | +304.0% |
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